Prophet compared to gambler: Additive inequalities for transforms of sequences of random variables

DOI10.1016/0167-7152(95)00151-4zbMath0867.60024OpenAlexW2056555289MaRDI QIDQ1126124

Frans A. Boshuizen

Publication date: 23 February 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00151-4

zbMATH Keywords

inequalitiesprophet compared to gambler

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

A prophet inequality for \(L^p\)-bounded dependent random variables

Cites Work

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• Prophet compared to gambler: An inequality for transforms of processes
• Comparisons of stop rule and supremum expectations of i.i.d. random variables
• The maximal variation of a bounded martingale
• Optimal stopping-related inequalities for i.i.d. random variables when the future is discounted
• Stopping Times and Directed Processes
• Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables
• Martingale Transforms

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