Moments of randomly stopped sums -- revisited

DOI10.1007/BF02410111zbMath0831.60052MaRDI QIDQ1900325

Henry Teicher

Publication date: 25 January 1996

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

zbMATH Keywords

stopping timemartingalestopping rule\(U\)-statistic

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (4)

The LIL for canonical \(U\)-statistics of order 2 ⋮ On the law of the iterated logarithm for canonical \(U\)-statistics and processes ⋮ A decomposition for some \(U\)-type statistics ⋮ On Wald's equation for \(U\)-statistical sums

Cites Work

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• Wald's equation for a class of denormalized \(U\)-statistics
• Stability of random variables and iterated logarithm laws for martingales and quadratic forms
• Convergence of self-normalized generalized \(U\)-statistics
• On the moments and limit distributions of some first passage times
• On the moments of some first passage times for sums of dependent random variables
• Extrapolation and interpolation of quasi-linear operators on martingales
• Martingale Transforms
• Moments of Randomly Stopped Sums
• On Second Moments of Stopping Rules
• Higher Moments of Randomly Stopped Sums
• Moments of a Stopping Rule Related to the Central Limit Theorem
• Sequential Tests of Statistical Hypotheses
• On an Equation of Wald

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