Moments of an amplitude process in a random walk and approximations : computations and applications

P. Vallois; C. S. Tapiero

RAIRO - Operations Research - Recherche Opérationnelle (1995)

  • Volume: 29, Issue: 1, page 1-17
  • ISSN: 0399-0559

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Vallois, P., and Tapiero, C. S.. "Moments of an amplitude process in a random walk and approximations : computations and applications." RAIRO - Operations Research - Recherche Opérationnelle 29.1 (1995): 1-17. <http://eudml.org/doc/105095>.

@article{Vallois1995,
author = {Vallois, P., Tapiero, C. S.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {symmetric Bernoulli random walk; range process},
language = {eng},
number = {1},
pages = {1-17},
publisher = {EDP-Sciences},
title = {Moments of an amplitude process in a random walk and approximations : computations and applications},
url = {http://eudml.org/doc/105095},
volume = {29},
year = {1995},
}

TY - JOUR
AU - Vallois, P.
AU - Tapiero, C. S.
TI - Moments of an amplitude process in a random walk and approximations : computations and applications
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1995
PB - EDP-Sciences
VL - 29
IS - 1
SP - 1
EP - 17
LA - eng
KW - symmetric Bernoulli random walk; range process
UR - http://eudml.org/doc/105095
ER -

References

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  1. 1. C. S. van DOBBEN de BRUYN, Cumulative Sum Tests: Theory and Practice, Griffin, London, 1968. 
  2. 2. W. FELLER, The asymptotic distribution of the range of sums of independent random variables, Annals of Math. Stat., 1951, 22, pp. 427-432. Zbl0043.34201MR42626
  3. 3. E. L. GRANT and. R. S. LEAVENWORTH, Statistical Quality Control, 6th ed., McGraw Hill, 1988. Zbl0271.62129
  4. 4. C. S. TAPIERO, The Management of Quality and Its Control, Chapman and Hall, London, 1994, Forthcoming. 
  5. 5. P. VALLOIS, On the range process of a Bernoulli random walk, Proceedings of the Sixth International Symposium on Applied Stochastic Models and Data Analysis, vol. II, Editors, J. JANSSEN and C. H. SKIADAS, World Scientific, pp. 1020-1031. MR1439779
  6. 6. G. B. WETHERHILL, Sampling Inspection and Quality Control, Chapman and Hall, London, 1977. Zbl0357.62087MR455248

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