کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1153835 958355 2007 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The optional sampling theorem for submartingales in the sequentially planned context
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
The optional sampling theorem for submartingales in the sequentially planned context
چکیده انگلیسی
The optional sampling theorem is considered in the sequentially planned context. We prove the optional sampling theorem for direct successors and for sampling plans with a finite number of stages. Also, the theorem is studied in the general case under a uniform integrability condition; we obtain it for submartingales with a last element, and for submartingales that verify a bounded condition based on uniform integrability.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 77, Issue 8, 15 April 2007, Pages 826-831
نویسندگان
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