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On the First Time |S_n| \geq cn^{\frac {1}{2} {(1)}

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Publication:5649751
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DOI10.1214/AOMS/1177696727zbMATH Open0239.60045OpenAlexW2063720285MaRDI QIDQ5649751FDOQ5649751

Michael Woodroofe

Publication date: 1970

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

Full work available at URL: https://doi.org/10.1214/aoms/1177696727




Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)








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