ON A GENERALIZATION OF THE FUNDAMENTAL IDENTITY OF WALD

Abstract

This paper extends the fundamental identity of Wald in the theory of sequential analysis to the case where the variables are Markovian rather than independent.

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Document Details

Document Type
Technical Report
Publication Date
Jan 23, 1956
Accession Number
AD0604971

Entities

People

  • Richard E. Bellman

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Distribution Functions
  • Exponential Functions
  • Hard Copy
  • Identities
  • Probability
  • Random Variables
  • Random Walk
  • Sequences
  • Sequential Analysis
  • Stochastic Processes

Fields of Study

  • Mathematics