Sharp inequality for randomly stopped sums of independent non-negative random variables
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Publication:1332317
DOI10.1016/0304-4149(94)90019-1zbMath0810.60039MaRDI QIDQ1332317
Publication date: 10 October 1994
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(94)90019-1
60E15: Inequalities; stochastic orderings
60G50: Sums of independent random variables; random walks
60G40: Stopping times; optimal stopping problems; gambling theory
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