Talk:Wald's equation
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Each X_i must be independent of N, or even just uncorrelated with N; they need not be i.i.d., they only need to have the same expectation. --Drew
It looks like the Xi do not even have to be uncorrelated with N, it is sufficient if the event N = n does not depend on Xn + 1,Xn + 2 etc, this is what is meant by the statement "N can be a stopping time for the stochastic process Xi"; as mentioned here, for example. And somebody should check out Ross (1970), "Applied Probability Models with Optimization Applications", p.38 or so; I've seen a few references to it, but I don't have access to the book. —MoA)gnome (talk) 22:24, 22 March 2008 (UTC)
