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First exit time of a random walk from the bounds $$f(n)\pm cg(n)$$, with applications. (English) Zbl 0413.60043

##### MSC:
 60G40 Stopping times; optimal stopping problems; gambling theory 60G50 Sums of independent random variables; random walks 62F05 Asymptotic properties of parametric tests 62L10 Sequential statistical analysis
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