Timeline for Expected time for a submartingale increasing from A to B
Current License: CC BY-SA 3.0
5 events
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Apr 7, 2018 at 2:19 | comment | added | Nate Eldredge | @Sung-EnChiu: No. Repeat the same construction with $p_i = \epsilon$ for all $i$, where $\epsilon \ll 1/B$. Then $\tau$ has a geometric distribution and $E [\tau] = 1/\epsilon$ which is finite but much larger than $B$. | |
Apr 6, 2018 at 22:28 | comment | added | Sung-En Chiu | A followed up question: If we know that $$E[\tau]<\infty$$, can we remove the boundedness condition? | |
Sep 5, 2017 at 18:50 | vote | accept | Sung-En Chiu | ||
Sep 5, 2017 at 18:49 | vote | accept | Sung-En Chiu | ||
Sep 5, 2017 at 18:49 | |||||
Sep 2, 2017 at 3:36 | history | answered | Nate Eldredge | CC BY-SA 3.0 |