On a conjecture for the non-existence of the expectation of randomly stopped sums

DOI10.2307/3215226zbMath0843.60047OpenAlexW4251160109WikidataQ123161282 ScholiaQ123161282MaRDI QIDQ4866789

Sergej Utev, Claude Lefèvre

Publication date: 18 March 1996

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215226

zbMATH Keywords

stopping timeWald's equation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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