Invariance Principles for Martingales and Sums of Indpendent Random Variables.
Walter Philipp, William Stout (1986)
Mathematische Zeitschrift
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Invariance Principles for Martingales and Sums of Indpendent Random Variables.
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In this note we give a proof of the fact that the extremal elements of the set of randomized stopping times are exactly the stopping times.