On Excess Over the Boundary

DOI10.1214/aoms/1177697092zbMath0212.49703OpenAlexW1965225725WikidataQ56907011 ScholiaQ56907011MaRDI QIDQ5614311

Publication date: 1970

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177697092

Mathematics Subject Classification ID

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

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