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

zbMATH Open1403.60036MaRDI QIDQ2834318FDOQ2834318

Wei Liu, Nan Wang

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

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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)

Cited In (3)

• Second-order approximations for certain stopped sums in extended renewal theory
• Title not available (Why is that?)
• Asymptotic expansions for the moments of a randomly stopped average

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