LIBROS DEL AUTOR: hans rudolf lerche

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  • Boundary Crossing of Brownian Motion
    Hans Rudolf Lerche
    This is a research report about my work on sequential statistic~ during 1980 - 1984. 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. In t...
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