Second order moment asymptotic expansions for a randomly stopped and standardized sum

MaRDI QIDQ2834318zbMATHFDO

Authors Nan Wang, Wei Liu

Publication date 28 November 2016

Published in Journal of the Iranian Statistical Society JIRSS (Search for Journal in Brave)

Full work available at URL http://jirss.irstat.ir/browse.php?a_id=95&slc_lang=en&sid=1&ftxt=1

zbMATH Keywords

stopping timemoment expansionuniform integrabilitynonlinear renewal theoryWald's lemmas

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cited in

(3)

• Second-order approximations for certain stopped sums in extended renewal theory
• scientific article; zbMATH DE number 1471725 (Why is no real title available?)
• Asymptotic expansions for the moments of a randomly stopped average

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