In probability theory, Lorden's inequality is a bound for the moments of overshoot for a stopped sum of random variables, first published by Gary Lorden in 1970. Overshoots play a central role in renewal theory.
In probability theory, Lorden's inequality is a bound for the moments of overshoot for a stopped sum of random variables, first published by Gary Lorden in 1970. Overshoots play a central role in renewal theory. (en)
In probability theory, Lorden's inequality is a bound for the moments of overshoot for a stopped sum of random variables, first published by Gary Lorden in 1970. Overshoots play a central role in renewal theory. (en)