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Simpler conditions for Wald equations
- Source :
- Journal of Applied Probability. 10:451-455
- Publication Year :
- 1973
- Publisher :
- Cambridge University Press (CUP), 1973.
-
Abstract
- If T is a stopping time on a martingale {St }, the mth order moments of T and ST (for integers m ≧ 2) are related by an identity known as a Wald equation of order m. Wald equations hold under certain conditions, which are simplified in this paper by showing that among the set of previously known conditions, some are implied by the others.
Details
- ISSN :
- 14756072 and 00219002
- Volume :
- 10
- Database :
- OpenAIRE
- Journal :
- Journal of Applied Probability
- Accession number :
- edsair.doi.dedup.....511fc72fa530e6d5ef24997924426087