Random stopping preserves regular variation of process distributions
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Publication:1247109
DOI10.1214/aop/1176995889zbMath0379.60043MaRDI QIDQ1247109
Itrel Monroe, Prescilla E. Greenwood
Publication date: 1977
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995889
60G50: Sums of independent random variables; random walks
60G40: Stopping times; optimal stopping problems; gambling theory
60J99: Markov processes
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