Kennedy, Douglas P. Some martingales related to cumulative sum tests and single-server queues. (English) Zbl 0338.60030 Stochastic Processes Appl. 4, 261-269 (1976). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 11 Documents MSC: 60J65 Brownian motion 60G50 Sums of independent random variables; random walks 60K25 Queueing theory (aspects of probability theory) PDF BibTeX XML Cite \textit{D. P. Kennedy}, Stochastic Processes Appl. 4, 261--269 (1976; Zbl 0338.60030) Full Text: DOI References: [1] Brockwell, P.J., Deviations from monotonicity of a Wiener process with drift, J. appl. probability, 11, 206-210, (1974) · Zbl 0275.60086 [2] van Dobben de Bruyn, D.S., Cumulative sum tests: theory and practice, (1968), Griffin London [3] Freedman, D., Brownian motion and diffusion, (1971), Holden-Day San Francisco · Zbl 0231.60072 [4] Johnson, R.A.; Bagshaw, M., The effect of serial correlation on the performance of CUSUM tests, Technometrics, 16, 103-112, (1974) · Zbl 0277.62069 [5] Prabhu, N.U., Queues and inventories, (1965), John Wiley New York · Zbl 0131.16904 [6] Takacs, L., Combinatorial methods in the theory of stochastic processes, (1967), John Wiley New York · Zbl 0189.17602 [7] Taylor, H.M., A stopped Brownian motion formula, Ann. probability, 3, 234-246, (1975) · Zbl 0303.60072 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.