OPTIMAL STOPPING OF INDEPENDENT RANDOM-VARIABLES AND MAXIMIZING PROPHETS

被引：14

作者：

KENNEDY, DP

机构：

来源：

ANNALS OF PROBABILITY | 1985年 / 13卷 / 02期

关键词：

D O I：

10.1214/aop/1176993009

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：566 / 571

页数：6

共 50 条

[1] NOTE ON OPTIMAL STOPPING OF SUMS OF INDEPENDENT RANDOM-VARIABLES
BOJDECKI, T
[J]. BULLETIN DE L ACADEMIE POLONAISE DES SCIENCES-SERIE DES SCIENCES MATHEMATIQUES ASTRONOMIQUES ET PHYSIQUES, 1977, 25 (08): : 833 - 837
[2] APPROXIMATIONS TO OPTIMAL STOPPING RULES FOR EXPONENTIAL RANDOM-VARIABLES
MARTINSEK, AT
[J]. ANNALS OF PROBABILITY, 1984, 12 (03): : 876 - 881
[3] OPTIMAL STOPPING PROBLEM FOR SUMS OF DICHOTOMOUS RANDOM-VARIABLES
CHERNOFF, H
PETKAU, AJ
[J]. ANNALS OF PROBABILITY, 1976, 4 (06): : 875 - 889
[4] MAXIMIN OPTIMAL STOPPING FOR NORMALLY DISTRIBUTED RANDOM-VARIABLES
PETRUCCELLI, JD
[J]. SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A, 1985, 47 (FEB): : 36 - 46
[5] ON RANDOM-VARIABLES STIPULATED BY SUMS OF INDEPENDENT RANDOM-VARIABLES
GNEDENKO, BV
KUDLAEV, EM
[J]. VESTNIK MOSKOVSKOGO UNIVERSITETA SERIYA 1 MATEMATIKA MEKHANIKA, 1995, (05): : 23 - 31
[6] INDEPENDENT RANDOM-VARIABLES
WSCHEBOR, M
[J]. COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A, 1975, 280 (12): : 809 - 812
[7] SEQUENCES OF INDEPENDENT RANDOM-VARIABLES
CLARKE, LE
[J]. AMERICAN MATHEMATICAL MONTHLY, 1980, 87 (01): : 66 - 67
[8] PAIRWISE INDEPENDENT RANDOM-VARIABLES
OBRIEN, GL
[J]. ANNALS OF PROBABILITY, 1980, 8 (01): : 170 - 175
[9] MAXIMUM OF INDEPENDENT RANDOM-VARIABLES
ROBERTSON, T
[J]. AMERICAN MATHEMATICAL MONTHLY, 1975, 82 (05): : 527 - 528
[10] AN OPTIMAL STOPPING PROBLEM WITH FINITE-HORIZON FOR SUMS OF IID RANDOM-VARIABLES
STADJE, W
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1987, 26 (01) : 107 - 121

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