How can the optional stopping theorem be used?

... informational divergence between two Markov processes at ... Markov chains defined by a memoryless stochastic matrix correspond in fact to an iid process. May 23, 2022 ... Emergence and information in stochastic and deterministic processes. For systems composed of (or defined by) stochastic processes, emergence ... ... Random Bridge market information process. This is the first attempt to ... Stochastic Processes and Their Applications, 121, 856-884. https://doi.org ... ufacturing systems, information economics, stochastic processes and performance model- ing for capacity planning and pricing. Seidmann has consulted with ... processes. The essence of this approach consists of: an accumulation and evaluation of Marcovian stochastics via macro functional of the stochastic process; use ... Jan 20, 2022 ... ... stochastic processes, and information dynamics approaches. Our analysis revealed novel relationships between these metrics, which allowed us ... ... Stochastic Processes and their Ap- plications, 74 (2) 195-201, 1998. 21 ... gineering and Informational Science, 18 (4) 493-502, 2004. 26. Zazanis ... ... Informational Sciences (PEIS), 3, 223-236. Sigman, K., (1990). One ... Independent Sampling of a Stochastic Process Stoch. Proc. Appls., 74, 151 ... ... Informational Risks, Peking Univ. Ser. Math. 5 ... Jeanblanc, No-arbitrage under additional information for thin semimartingale models, Stochastic Process. ... stochastic processes or theoretical models. With the development of transfer ... In the bivariate case, information flow from process J to process I is ...