Expected gains in the MacQueen-Heyde model

DOI10.1016/J.SPL.2009.04.001zbMath1170.91486OpenAlexW1969590746MaRDI QIDQ923869

Gheorghe Stoica, De Li Li

Publication date: 24 July 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.04.001

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic models in economics (91B70)

Cites Work

• How do random Fibonacci sequences grow?
• A linear extension of the martingale convergence theorem
• On a probabilistic analogue of the Fibonacci sequence
• Unnamed Item

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