How many probes are needed to compute the maximum of a random walk?
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Publication:1593629
DOI10.1016/S0304-4149(98)00077-5zbMath0962.60018MaRDI QIDQ1593629
Publication date: 17 January 2001
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Brownian motionrandom walkBrownian meanderaverage case analysis of algorithmsquasi-optimal algorithm
Related Items (2)
On certain functionals of the maximum of Brownian motion and their applications ⋮ A stochastically quasi-optimal search algorithm for the maximum of the simple random walk
Cites Work
- An almost optimal algorithm for unbounded searching
- Functionals of Brownian meander and Brownian excursion
- A stochastically quasi-optimal search algorithm for the maximum of the simple random walk
- A Fibonacci Version of Kraft’s Inequality Applied to Discrete Unimodal Search
- More Nearly Optimal Algorithms for Unbounded Searching, Part I: The Finite Case
- More Nearly Optimal Algorithms for Unbounded Searching, II:The Transfinite Case
- A Random Walk and a Wiener Process Near a Maximum
- Branching Processes in Simple Random Walk
- A constant arising from the analysis of algorithms for determining the maximum of a random walk
- Search for the maximum of a random walk
- Generalized Kraft’s Inequality and Discrete k-Modal Search
- Parallel minimax search for a maximum
- A property of power series with positive coefficients
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