An Optional Stopping-like theorem for large stopping times on birth-death chains
classification
🧮 math.PR
keywords
theorembirth-deathchainslargeproofstoppingtimesauthor
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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.
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