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Stopped two-dimensional perturbed random walks and Lévy processes

✍ Scribed by Allan Gut

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 411 KB
Volume: 35
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(97)00028-x

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✦ Synopsis

Limit theorems for stopped two-dimensional random walks are generalized to perturbed random walks and perturbed Lrvy processes. We conclude with an application to repeated significance tests in two-parameter exponential families and an example. @ 1997 Elsevier Science B.V.

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