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Boundary Crossing of Brownian Motion: Its Relation to the Law of the Iterated Logarithm and to Sequential Analysis - Lecture Notes in Statistics Hans R. Lerche 1986 edition
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Boundary Crossing of Brownian Motion: Its Relation to the Law of the Iterated Logarithm and to Sequential Analysis - Lecture Notes in Statistics
Hans R. Lerche
Two themes are treated which are closely related to each other and to the law of the iterated logarithm:* I) curved boundary first passage distributions of Brownian motion, 11) optimal properties of sequential tests with parabolic and nearly parabolic boundaries.
143 pages, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 1986. gada 26. septembris |
| ISBN13 | 9780387964331 |
| Izdevēji | Springer-Verlag New York Inc. |
| Lapas | 143 |
| Izmēri | 170 × 244 × 8 mm · 254 g |
| Valoda | Angļu |
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