A simple proof of a rate of embedding for the partial sum process

G.R. Shorack

Statistica Neerlandica, 1990, vol. 44, issue 4, 263-266

Abstract: A simple proof of Skorokhod embedding of the partial sum process at a rate is given. Nothing more sophisticated than the HBjek‐RBnyi inequality, the monotone inequality, the one sided reflection principal for Brownian motion and Mill's ratio is used.

Date: 1990
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/j.1467-9574.1990.tb01285.x

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:44:y:1990:i:4:p:263-266

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0039-0402

Access Statistics for this article

Statistica Neerlandica is currently edited by Miroslav Ristic, Marijtje van Duijn and Nan van Geloven

More articles in Statistica Neerlandica from Netherlands Society for Statistics and Operations Research
Bibliographic data for series maintained by Wiley Content Delivery ().