Comparisons of optimal stopping values and prophet inequalities for negatively dependent random variables

DOI10.1214/AOS/1176350605zbMath0639.60052OpenAlexW1988259625MaRDI QIDQ1099879

Ester Samuel-Cahn, Yosef Rinott

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350605

zbMATH Keywords

optimal stoppingnegative associationnegative dependenceprophet inequalitygeneralized stopping rules

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (4)

Prophet inequalities for bounded negatively dependent random variables ⋮ Bounds for optimal stopping values of dependent random variables with given marginals ⋮ Optimal stopping in urn models with payoff depending on maximal observed element ⋮ Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions

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