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Moments of random walk having infinite variance and the e istence of certain optimal stopping rules for \(S_n/n\) - MaRDI portal

Moments of random walk having infinite variance and the e istence of certain optimal stopping rules for \(S_n/n\)

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Publication:2556713

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zbMath0249.60013MaRDI QIDQ2556713

Burgess Davis

Publication date: 1973

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Limit theorems in probability theory (60F99)

Related Items (2)

Contribution to the optimal stopping problem ⋮ Stopping rules and tactics for processes indexed by a directed set

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