Wald’s Identity and Geometric Expectation

DOI10.1080/00029890.2020.1790909MaRDI QIDQ5124651zbMATH OpenOpenAlexFDO

Authors Dennis L. Sun

Publication date 30 September 2020

Published in The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00029890.2020.1790909

zbMATH Keywords

Wald's identity

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Stopping times; optimal stopping problems; gambling theory (60G40) Sums of independent random variables; random walks (60G50)

Recommendations

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Cites work

• scientific article; zbMATH DE number 1093829 (Why is no real title available?)
• scientific article; zbMATH DE number 6416757 (Why is no real title available?)
• Two New Elementary Derivations of Geometric Expectation

Cited in

(3)

• General Wald-type identities for exchangeable sequences and processes
• Two New Elementary Derivations of Geometric Expectation
• Infinitely Many New Derivations of the Geometric Expectation

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