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On the existence of the expectation of randomly stopped sums

Published online by Cambridge University Press:  14 July 2016

Ester Samuel
Ester Samuel*
Affiliation:
The Hebrew University of Jerusalem
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Extract

Let a+ = a if a > 0, a+ = 0 otherwise, and a– = (– a)+.

Type
Short Communications
Information
Journal of Applied Probability , Volume 4 , Issue 1 , November 1967 , pp. 197 - 200
Copyright
Copyright © Applied Probability Trust 

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References

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