Pascal processes and their characterization

DOI10.1016/0304-4149(91)90052-EzbMath0743.60043MaRDI QIDQ1176549

L. C. G. Rogers, F. Thomas Bruss

Publication date: 25 June 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

martingalesYule processmixed Poisson processesoptimal search strategiesPascal processrecord processes

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)

Related Items (10)

Polynomials of Meixner's type in infinite dimensions: Jacobi fields and orthogonality measures ⋮ Random record processes and state dependent thinning ⋮ The 1/e-strategy is sub-optimal for the problem of best choice under no information ⋮ Maximizing the Expected Duration of Owning a Relatively Best Object in a Poisson Process with Rankable Observations ⋮ Regenerative random permutations of integers ⋮ Stochastic processes with proportional increments and the last-arrival problem ⋮ Asymptotic behavior of the records of multivariate random sequences in a norm sense ⋮ ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES ⋮ Gaps and interleaving of point processes in sampling from a residual allocation model ⋮ High-risk and competitive investment models

Cites Work

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• Conditions for quasi-stationarity of the Bayes rule in selection problems with an unknown number of rankable options
• Invariant record processes and applications to best choice modelling
• Records

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