A note on the variance of a stopping time

DOI10.1214/aos/1176350620zbMath0637.60058OpenAlexW1988903220MaRDI QIDQ1098489

Robert W. Keener

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1214/aos/1176350620

zbMATH Keywords

stopping timesladder variablesexcess over the boundary

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

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