WALD EQUATION FOR A CLASS OF DENORMALIZED U-STATISTICS
成果类型：
Article
署名作者：
CHOW, YS; DELAPENA, VH; TEICHER, H
署名单位：
Columbia University; Rutgers University System; Rutgers University New Brunswick
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176989285
发表日期：
1993
页码：
1151-1158
关键词：
摘要：
Under suitable conditions on a stopping time T and zero mean i.i.d. random variables (X(n), n greater-than-or-equal-to 1), a Wald-type equation ES(k, T) = 0 is obtained where S(k, n) is the sum of products of k of the X's with indices from 1 to n. This, in turn, is utilized to obtain information about the moments of T(k) = inf{n greater-than-or-equal-to k: S(k, n) greater-than-or-equal-to 0} and W(c) = inf{n greater-than-or-equal-to 2: S1, n2 > cSIGMA(j = 1) X 2(j)2}, C > 0.