Convergence of Sums of Squares of Martingale Differences

DOI10.1214/aoms/1177698509zbMath0196.19502OpenAlexW2013444987MaRDI QIDQ5592690

Yuan-Shih Chow, William J. Studden

Publication date: 1968

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177698509

zbMATH Keywords

probability theory

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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