ResearchTrend.AI
Asymptotic Exponentiality of the First Exit Time of the Shiryaev-Roberts Diffusion with Constant Positive Drift

Asymptotic Exponentiality of the First Exit Time of the Shiryaev-Roberts Diffusion with Constant Positive Drift

Aleksey S. Polunchenko
ArXivPDFHTML

Papers citing "Asymptotic Exponentiality of the First Exit Time of the Shiryaev-Roberts Diffusion with Constant Positive Drift"

1 / 1 papers shown
Title
On the Convergence Rate of the Quasi- to Stationary Distribution for the Shiryaev-Roberts Diffusion
On the Convergence Rate of the Quasi- to Stationary Distribution for the Shiryaev-Roberts Diffusion
Kexuan Li
Aleksey S. Polunchenko
16
2
0
05 Jul 2019