Doob, Ignatov and optional skipping
Simons, Gordon ; Yao, Yi-Ching ; Yang, Lijian
Ann. Probab., Tome 30 (2002) no. 1, p. 1933-1958 / Harvested from Project Euclid
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A general set of distribution-free conditions is described under which an i.i.d. sequence of random variables is preserved under optional skipping. This work is motivated by theorems of J. L. Doob and Z. Ignatov, unifying and extending aspects of both.
Publié le : 2002-10-14
Classification:  Ignatov's theorem,  indexical stopping times,  disentangled stopping times,  records,  $k$-records,  optional skipping,  60G40,  28D05 
@article{1039548377,
     author = {Simons, Gordon and Yao, Yi-Ching and Yang, Lijian},
     title = {Doob, Ignatov and optional skipping},
     journal = {Ann. Probab.},
     volume = {30},
     number = {1},
     year = {2002},
     pages = { 1933-1958},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1039548377}
}

Simons, Gordon; Yao, Yi-Ching; Yang, Lijian. Doob, Ignatov and optional skipping. Ann. Probab., Tome 30 (2002) no. 1, pp.  1933-1958. http://gdmltest.u-ga.fr/item/1039548377/