A note on second moment of a randomly stopped sum of independent variables

DOI10.1016/0167-7152(92)90057-CzbMath0761.62111OpenAlexW2007900082MaRDI QIDQ1195574

Z. Godvindarajulu, Victor H. de la Peña

Publication date: 14 December 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90057-c

zbMATH Keywords

finite second momentssharp upper and lower boundsrandomly stopped sum of independent variables

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (4)

Sharp inequality for randomly stopped sums of independent non-negative random variables ⋮ Dynamic scheduling with reconfiguration delays ⋮ A generalized stochastic condensation mechanism for inducing underdispersion in count models ⋮ FROM BOUNDARY CROSSING OF NON-RANDOM FUNCTIONS TO BOUNDARY CROSSING OF STOCHASTIC PROCESSES

Cites Work

• Best constant in the decoupling inequality for non-negative random variables
• Comparison of moments for tangent sequences of random variables
• A best possible improvement of Wald's equation
• 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
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