Stopping Rule
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In probability theory, in particular in the study of stochastic processes, a stopping time (also Markov time) is a specific type of “random time”. The theory of stopping rules and stopping times can be analysed in probability and statistics, notably in the optional stopping theorem. Also, stopping times are frequently applied in mathematical proofs to “tame the continuum of time”, as Chung put it in his book (1982).
相关概念
Markov Chain    
Large Scale    
Steady State    
Upper Bound    
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