Moments of random walk having infinite variance and the existence of certain optimal stopping rules for $S_{n}/n$
Davis, Burgess
Illinois J. Math., Tome 17 (1973) no. 4, p. 75-81 / Harvested from Project Euclid
Publié le : 1973-03-15
Classification:  60G50,  60G40
@article{1256052039,
     author = {Davis, Burgess},
     title = {Moments of random walk having infinite variance and the existence of certain optimal stopping rules for $S\_{n}/n$},
     journal = {Illinois J. Math.},
     volume = {17},
     number = {4},
     year = {1973},
     pages = { 75-81},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1256052039}
}
Davis, Burgess. Moments of random walk having infinite variance and the existence of certain optimal stopping rules for $S_{n}/n$. Illinois J. Math., Tome 17 (1973) no. 4, pp.  75-81. http://gdmltest.u-ga.fr/item/1256052039/