Asymptotics of randomly stopped sequences with independent increments

DOI10.1214/aop/1176996984zbMath0259.60019OpenAlexW2026218064MaRDI QIDQ2560002

Prescilla E. Greenwood

Publication date: 1973

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996984

Mathematics Subject Classification ID

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

Related Items (3)

Asymptotics of randomly stopped sums in the presence of heavy tails ⋮ Customer sojourn time in \(GI/GI/1\) feedback queue in the presence of heavy tails ⋮ Higher-order expansions for compound distributions and ruin probabilities with subexponential claims

This page was built for publication: Asymptotics of randomly stopped sequences with independent increments