Patterns for the waiting time in the context of discrete-time stochastic processes

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Discrete Time Stochastic Processes

4 Martingales 35 4.1 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36 4.2 Doob Decomposition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38 4.3 Optional Sampling Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 4.4 Inequalities and Convergence . . . . . . . . . . . ...

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ژورنال

عنوان ژورنال: Physical Review E

سال: 2016

ISSN: 2470-0045,2470-0053

DOI: 10.1103/physreve.94.032110