MathDB1 problem
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Nonexistence of a closed-form Spitzer identity for the maximum of the CUSUM process
Nonexistence conjecture. Spitzer's identity for the maximum of the CUSUM process does not exist in a closed form.
Nonexistence of a closed-form Spitzer identity for the maximum of the CUSUM process
Nonexistence conjecture. Spitzer's identity for the maximum of the CUSUM process does not exist in a closed form.