Doob, Ignatov and optional skipping
成果类型：
Article
署名作者：
Simons, G; Yao, YC; Yang, LJ
署名单位：
University of North Carolina; University of North Carolina Chapel Hill; Academia Sinica - Taiwan; Michigan State University
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
发表日期：
2002
页码：
1933-1958
关键词：
摘要：
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 [Ann. of Math. 37 (1936) 363-367] and Z. Ignatov [Annuaire Univ. Sofia Fac. Math. Mech. 71 (1977) 79-94], unifying and extending aspects of both.