Optional sampling of submartingales with scanned index sets

DOI10.1007/BF01046737zbMath0759.60050OpenAlexW2086511059MaRDI QIDQ1187525

Norbert Schmitz, Marion Harenbrock

Publication date: 22 July 1992

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01046737

zbMATH Keywords

sequential sampling plansoptional sampling theorempartially ordered sets with scanning property

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Optimal stopping in statistics (62L15)

Cites Work

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• Quasimartingales on partially ordered sets
• The optional sampling theorem for processes indexed by a partially ordered set
• The optional sampling theorem for martingales indexed by directed sets
• Stopping rules and tactics for processes indexed by a directed set
• Optional sampling of submartingales indexed by partially ordered sets
• Martingales in a σ-Finite Measure Space Indexed by Directed Sets
• Optimal stopping and supermartingales over partially ordered sets
• Optimal Stopping and Experimental Design
• On Group Sequential Sampling

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