Inequalities on the overshoot beyond a boundary for independent summands with differing distributions

4Citations
Citations of this article
2Readers
Mendeley users who have this article in their library.
Get full text

Abstract

Let { Sn: n ≥ 0 }(S0= 0) denote the successive sums of independent non-negative random variates, of possibly differing distributions. Define: (1) the number N (b) = inf { n ≥ 0 : Sn> b } of sums in the interval [0, b]; and (2) the overshoot Rb= SN (b)- b. This paper bounds the tail P { Rb> c } and the moments E Rbk.

Cite

CITATION STYLE

APA

Spouge, J. L. (2007). Inequalities on the overshoot beyond a boundary for independent summands with differing distributions. Statistics and Probability Letters, 77(14), 1486–1489. https://doi.org/10.1016/j.spl.2007.02.013

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free