A recurrence theorem for square-integrable martingales (Q4312370)
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scientific article; zbMATH DE number 683233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A recurrence theorem for square-integrable martingales |
scientific article; zbMATH DE number 683233 |
Statements
A recurrence theorem for square-integrable martingales (English)
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10 November 1994
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first passage time
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coupling
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zero-mean martingale
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recurrence theorem
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Blackwell's renewal theorem
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