A best possible improvement of Wald's equation
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Publication:1105279
DOI10.1214/aop/1176991790zbMath0648.60050OpenAlexW2043142847MaRDI QIDQ1105279
Publication date: 1988
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991790
Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)
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