Some inequalities for randomly stopped variables with applications to pointwise convergence

DOI10.1007/BF00533210zbMath0319.60026OpenAlexW2079350106MaRDI QIDQ4082082

Robert W. Chen

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1007/bf00533210

Mathematics Subject Classification ID

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

Related Items

On the convergence of a bounded amart and a conjecture of Chatterji ⋮ On almost sure convergence in a finitely additive setting ⋮ Optimal stopping and almost sure convergence of random sequences

Cites Work

• A 'stopped' proof of convergence
• On convergence of vector-valued asymptotic martingales
• Pointwise in Terms of Weak Convergence
• Pointwise convergence in terms of expectations
• A "Fatou Equation" for Randomly Stopped Variables