Finiteness of moments of randomly stopped sums of i.i.d. random variables

DOI10.1016/0167-7152(89)90085-0zbMath0674.60045OpenAlexW2011157233MaRDI QIDQ1121595

Ronald W. Wolff, Saeed Ghahramani

Publication date: 1989

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(89)90085-0

zbMATH Keywords

stopping timemartingalerandomly stopped sum

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Converse results for existence of moments and uniform integrability for stopped random walks
• On Wald's identity for dependent variables
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