Wald’s Identity and Geometric Expectation

DOI10.1080/00029890.2020.1790909zbMath1453.60037OpenAlexW3088481549MaRDI QIDQ5124651

Dennis L. Sun

Publication date: 30 September 2020

Published in: The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00029890.2020.1790909

zbMATH Keywords

Wald's identity

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

Infinitely Many New Derivations of the Geometric Expectation

Cites Work

• Two New Elementary Derivations of Geometric Expectation
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