Definition:Stopping Time/Discrete Time

Definition
Let $\struct {\Omega, \Sigma, \sequence {\FF_n}_{n \ge 0}, \Pr}$ be a discrete-time filtered probability space.

Let $T : \Omega \to \Z_{\ge 0} \cup \set {\infty}$ be a random variable.

Also see

 * Equivalence of Definitions of Stopping Time in Discrete Time