Moments of random walk having infinite variance and the existence of certain optimal stopping rules for $S_{n}/n$

Burgess Davis

doi:10.1215/ijm/1256052039

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Home > Journals > Illinois J. Math. > Volume 17 > Issue 1 > Article

March 1973 Moments of random walk having infinite variance and the existence of certain optimal stopping rules for $S_{n}/n$

Burgess Davis

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Burgess Davis¹
¹Rutgers, The State University, New Brunswick, New Jersey

Illinois J. Math. 17(1): 75-81 (March 1973). DOI: 10.1215/ijm/1256052039

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Illinois J. Math.

Vol.17 • No. 1 • March 1973

Duke University Press

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Burgess Davis "Moments of random walk having infinite variance and the existence of certain optimal stopping rules for $S_{n}/n$," Illinois Journal of Mathematics, Illinois J. Math. 17(1), 75-81, (March 1973)

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