3 citations · 6 across the 2 of their papers we have counts for
2 papers
math.ST2013★ 3 cited
Improving Brownian approximations for boundary crossing problems
Robert Keener
Donsker's theorem shows that random walks behave like Brownian motion in an asymptotic sense. This result can be used to approximate expectations associated with the time and locat…
math.ST2006★ 3 cited
Multivariate sequential analysis with linear boundaries
Robert Keener
Let be a random walk with and . Let . The main results presented are two term asymptotic…