On Wald's identity for dependent variables

DOI10.1007/BF00531818zbMath0466.60004MaRDI QIDQ3918791

Peter Franken, B. Lisek

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Wald's identity

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Generalizations of martingales (60G48) Probabilistic measure theory (60A10)

Related Items

General Wald-type identities for exchangeable sequences and processes, Finiteness of moments of randomly stopped sums of i.i.d. random variables, Capacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environments, A method for solving a class of recursive stochastic equations

Cites Work

• A method for solving a class of recursive stochastic equations
• Einige Anwendungen der Theorie zufälliger Punktprozesse in der Bedienungstheorie I
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item