Limit theorems for suprema, threshold-stopped random variables and last exits of i.i.d. random variables with costs and discounting, with applications to optimal stopping (Q4018260)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for suprema, threshold-stopped random variables and last exits of i.i.d. random variables with costs and discounting, with applications to optimal stopping |
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Limit theorems for suprema, threshold-stopped random variables and last exits of i.i.d. random variables with costs and discounting, with applications to optimal stopping (English)
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16 January 1993
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point processes
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domains of attraction
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last-exit times
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weak convergence
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convergence of suprema
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functional limit theorems
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extreme value theory
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