A Nonlinear Renewal Theory with Applications to Sequential Analysis I
Lai, T. L. ; Siegmund, D.
Ann. Statist., Tome 5 (1977) no. 1, p. 946-954 / Harvested from Project Euclid
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Renewal theory is developed for processes of the form $Z_n = S_n + \xi_n$, where $S_n$ is the $n$th partial sum of a sequence $X_1, X_2, \cdots$ of independent identically distributed random variables with finite positive mean $\mu$ and $\xi_n$ is independent of $X_{n+1}, X_{n+2}, \cdots$ and has sample paths which are slowly changing in an appropriate sense. Applications to sequential analysis are given.
Publié le : 1977-09-14
Classification:  Renewal theorem,  sequential tests,  confidence sequences,  62L10,  60K05 
@article{1176343950,
     author = {Lai, T. L. and Siegmund, D.},
     title = {A Nonlinear Renewal Theory with Applications to Sequential Analysis I},
     journal = {Ann. Statist.},
     volume = {5},
     number = {1},
     year = {1977},
     pages = { 946-954},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343950}
}

Lai, T. L.; Siegmund, D. A Nonlinear Renewal Theory with Applications to Sequential Analysis I. Ann. Statist., Tome 5 (1977) no. 1, pp.  946-954. http://gdmltest.u-ga.fr/item/1176343950/