Moments of randomly stopped sums -- revisited

DOI10.1007/BF02410111zbMath0831.60052MaRDI QIDQ1900325

Henry Teicher

Publication date: 25 January 1996

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

zbMATH Keywords

stopping timemartingalestopping rule\(U\)-statistic

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items

The LIL for canonical \(U\)-statistics of order 2, On the law of the iterated logarithm for canonical \(U\)-statistics and processes, A decomposition for some \(U\)-type statistics, On Wald's equation for \(U\)-statistical sums

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