The entropy of a randomly stopped sequence

DOI10.1109/18.104324zbMath0742.60043OpenAlexW2164002084MaRDI QIDQ3987459

Thomas M. Cover, Laura L. Ekroot

Publication date: 28 June 1992

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/39925f2e7c9aad500f54cc6b4be500ea07bedf02

zbMATH Keywords

stopping timeWald's equationentropy of a randomly stopped sequence

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

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