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On convergence in r-mean of some first passage times and randomly indexed partial sums

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Publication:1394062
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DOI10.1214/aop/1176996712zbMath0278.60032OpenAlexW2018180302MaRDI QIDQ1394062

Allan Gut

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/1176996712


Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05)


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On the weak law of large numbers for arrays, On the weak law of large numbers for randomly indexed partial sums for arrays, On a.s. and r-mean convergence of random processes with an application to first passage times, The weak law of large numbers for arrays, Complete convergence for arrays, Mean Convergence Theorems with or without Random Indices for Randomly Weighted Sums of Random Elements in Rademacher TypepBanach Spaces, On some properties of randomly indexed sequences of random elements



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