On stopping rules and the expected supremum of \(S_n/a_n\) and \(| S_n|/a_n\)
From MaRDI portal
Publication:1225393
DOI10.1214/aop/1176996555zbMath0325.60043OpenAlexW2020614444MaRDI QIDQ1225393
Publication date: 1974
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996555
Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)
Related Items (11)
On moment conditions for the supremum of normed sums ⋮ An optimal stopping problem with finite horizon for sums of i.i.d. random variables ⋮ A note on moments of the maximum of Cesàro summation ⋮ An exponential criterion for the law of the iterated logarithm ⋮ Toward a universal law of the iterated logarithm ⋮ Relative stability of trimmed sums ⋮ Moments of the maximum of normed partial sums of random variables with multidimensional indices ⋮ General moment and probability inequalities for the maximum partial sum ⋮ Complete convergence of bootstrapped means and moments of the supremum of normed bootstrapped sums ⋮ A contribution to the theory of asymptotic martingales ⋮ On the expectation of the maximum for sums of independent random variables
This page was built for publication: On stopping rules and the expected supremum of \(S_n/a_n\) and \(| S_n|/a_n\)
