Independence of time and position for a random walk

DOI10.4171/RMI/410zbMath1068.60068OpenAlexW1987818153MaRDI QIDQ1772123

Gérard Lorang, Bernard Roynette, Christophe Ackermann

Publication date: 15 April 2005

Published in: Revista Matemática Iberoamericana (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/39724

zbMATH Keywords

stopping timeage processWald's identityKhinchin's inequalitiesPitman's process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Entire functions of one complex variable (general theory) (30D20)

Related Items (1)

Decomposing correlated random walks on common and counter movements

Cites Work

• Stopping distributions for right processes
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