An Optional Stopping-like theorem for large stopping times on birth-death chains
Probability
2011-03-28 v1
Abstract
An elementary proof is given for a theorem showing that certain birth-death chains show martingale-like behavior at large stopping times. This is a generalization of and new proof for a theorem from a earlier paper by the author.
Cite
@article{arxiv.1103.4973,
title = {An Optional Stopping-like theorem for large stopping times on birth-death chains},
author = {Greg Markowsky},
journal= {arXiv preprint arXiv:1103.4973},
year = {2011}
}