An Optional Stopping-like theorem for large stopping times on birth-death chains

2011/03/24 by Greg Markowsky, Markowsky, Greg
Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Probability (math.PR) #Quantum Mechanics and Applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1103.4973

openalex publication_date 2011/03/24 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28

Abstract

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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