Finiteness of moments of randomly stopped sums of i.i.d. random variables

Saeed Ghahramani and Ronald W. Wolff

Statistics & Probability Letters, 1989, vol. 8, issue 1, 67-68

Abstract: Let {Xn; n [greater-or-equal, slanted] 1} be a sequence of i.i.d. random variables with partial sum sequence {Zn} and proper stopping time N. We show the following: For EX = 0, r [epsilon] (0, [infinity]), and [alpha] [epsilon][1, 2]; ENr/[alpha]

Keywords: stopping; time; random; walk; martingale (search for similar items in EconPapers)
Date: 1989
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(89)90085-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:8:y:1989:i:1:p:67-68

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().