1991
DOI: 10.1017/cbo9780511813658
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Probability with Martingales

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Cited by 1,469 publications
(1,003 citation statements)
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“…Since the stopping time has finite expectation and there is a global bound on the difference between successive variables, the Optional Stopping Theorem (see, for example, [11], p. 100) applies and so E(X T ) = X 0 . Consequently…”
Section: End Of Casesmentioning
confidence: 99%
“…Since the stopping time has finite expectation and there is a global bound on the difference between successive variables, the Optional Stopping Theorem (see, for example, [11], p. 100) applies and so E(X T ) = X 0 . Consequently…”
Section: End Of Casesmentioning
confidence: 99%
“…In this paper we employ basic results and tools of martingale theory (see, e.g., [36,40]) to analyze the distribution and tail bounds for certain random variables.…”
Section: Basic Notions Of Probability Theorymentioning
confidence: 99%
“…Any book on standard reliability theory will provide greater detail on the above relations, we used [47].…”
Section: Distribution-independent Formulationmentioning
confidence: 99%