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Anscombe's Theorem 60 Years Later
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics.
2012 (English)In: Sequential Analysis, ISSN 0747-4946, E-ISSN 1532-4176, Vol. 31, no 3, 368-396 p.Article in journal (Refereed) Published
Abstract [en]

The point of departure of the present article is Anscombe's seminal 1952 paper on limit theorems for randomly indexed processes. We discuss the importance of this result and mention some of its impact, mainly on stopped random walks. The main aim of the article is to illustrate the beauty and efficiency of what will be called the stopped random walk (SRW) method.

Place, publisher, year, edition, pages
2012. Vol. 31, no 3, 368-396 p.
Keyword [en]
Perturbed random walks, Random index, Random sum central limit theorem, Random walk, Records, Renewal theory, Repeated significance test, Sequential analysis, SRW method, Stopped perturbed random walks, Stopped random walks, Stopping time
National Category
Mathematics
Identifiers
URN: urn:nbn:se:uu:diva-208396DOI: 10.1080/07474946.2012.694349ISI: 000323817600007OAI: oai:DiVA.org:uu-208396DiVA: diva2:652142
Available from: 2013-09-30 Created: 2013-09-30 Last updated: 2017-12-06Bibliographically approved

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Gut, Allan

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