Correction

1987 ◽  
Vol 24 (4) ◽  
pp. 1014-1014

In his paper ‘Asymptotic behaviour of a stopping time related to cumulative sum procedures and single-server queues' (J. Appl. Prob. 24 (1987), 200–214), Wolfgang Stadje proved the following theorem:

1987 ◽  
Vol 24 (01) ◽  
pp. 200-214 ◽  
Author(s):  
Wolfgang Stadje

For a sequence ξ 1 , ξ 2 , · ·· of i.i.d. random variables let X 0 = 0 and X k = max(X k –1 + ξ k , 0) for k = 1, 2, ···. Let . These stopping times are used in Page's (1954) one-sided cusum procedures and are also important in queueing theory. Various asymptotic properties of N x are derived.


1987 ◽  
Vol 24 (04) ◽  
pp. 1014

In his paper ‘Asymptotic behaviour of a stopping time related to cumulative sum procedures and single-server queues' (J. Appl. Prob. 24 (1987), 200–214), Wolfgang Stadje proved the following theorem:


1987 ◽  
Vol 24 (1) ◽  
pp. 200-214 ◽  
Author(s):  
Wolfgang Stadje

For a sequence ξ1, ξ2, · ·· of i.i.d. random variables let X0 = 0 and Xk = max(Xk–1 + ξ k, 0) for k = 1, 2, ···. Let . These stopping times are used in Page's (1954) one-sided cusum procedures and are also important in queueing theory. Various asymptotic properties of Nx are derived.


1983 ◽  
Vol 26 (2) ◽  
pp. 118-134 ◽  
Author(s):  
Jeyaveerasingam George Shanthikumar

Sign in / Sign up

Export Citation Format

Share Document