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On a generalization of the fundamental identity of Wald

Published online by Cambridge University Press:  24 October 2008

Richard Bellman
Richard Bellman
Affiliation:
RAND Corporation Santa Monica California
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Abstract

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Type
Research Notes
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 53 , Issue 1 , January 1957 , pp. 257 - 259
Copyright
Copyright © Cambridge Philosophical Society 1957

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References

REFERENCES

(1)Wald, A.On cumulative sums of random variables. Ann. Math. Statist. 15 (1944), 283–96.CrossRefGoogle Scholar
(2)Doob, J. L.Stochastic processes (Wiley, 1953).Google Scholar
(3)Blackwell, D. and Girshick, A.On functions of sequences of independent chance vectors with applications to the problem of the ‘random walk’ in k dimensions. Ann. Math. Statist. 17 (1946), 310–17.CrossRefGoogle Scholar
(4)Bellman, R.Limit theorems for non-commutative operations. I. Duke Math. J. 21 (1954), 491–500.CrossRefGoogle Scholar
(5)Wald, A.Differentiation under the expectation sign in the fundamental identity of sequential analysis. Ann. Math. Statist. 17 (1946), 493–9.CrossRefGoogle Scholar