On the Kolmogorov-Prokhorov theorem on the existence of expectations of random sums

DOI10.1134/S1064562409020379zbMath1180.60038MaRDI QIDQ735858

Sh. K. Formanov, Ernst L. Presman

Publication date: 26 October 2009

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

momentsrandom sums

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

On the proximity of sequences of probability distributions

Cites Work

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