An analog of Wald's identity for random walks with infinite mean.
Sibirskij Matematicheskij Zhurnal (2009)
- Volume: 50, Issue: 4, page 836-840
- ISSN: 0037-4474
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topKorshunov, D.A.. "An analog of Wald's identity for random walks with infinite mean.." Sibirskij Matematicheskij Zhurnal 50.4 (2009): 836-840. <http://eudml.org/doc/233612>.
@article{Korshunov2009,
author = {Korshunov, D.A.},
journal = {Sibirskij Matematicheskij Zhurnal},
keywords = {sums of random variables; stopping time; independence on the future; Wald's identity},
language = {eng},
number = {4},
pages = {836-840},
publisher = {Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki},
title = {An analog of Wald's identity for random walks with infinite mean.},
url = {http://eudml.org/doc/233612},
volume = {50},
year = {2009},
}
TY - JOUR
AU - Korshunov, D.A.
TI - An analog of Wald's identity for random walks with infinite mean.
JO - Sibirskij Matematicheskij Zhurnal
PY - 2009
PB - Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki
VL - 50
IS - 4
SP - 836
EP - 840
LA - eng
KW - sums of random variables; stopping time; independence on the future; Wald's identity
UR - http://eudml.org/doc/233612
ER -
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