Converse results for existence of moments and uniform integrability for stopped random walks

DOI10.1214/aop/1176992371zbMath0607.60055OpenAlexW2016057975MaRDI QIDQ1085520

Allan Gut, Svante Janson

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992371

zbMATH Keywords

uniform integrabilitystopping times

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05) (L^p)-limit theorems (60F25)

Related Items (6)

Asymptotic Probabilities of an Exceedance Over Renewal Thresholds with an Application to Risk Theory ⋮ A new proof of finite moment conditions for GI/G/1 busy periods ⋮ First passage times for perturbed random walks ⋮ Finiteness of moments of randomly stopped sums of i.i.d. random variables ⋮ Renewal theory for asymmetric \(U\)-statistics ⋮ Estimating tails of independently stopped random walks using concave approximations of hazard functions

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