Optimal stopping values and prophet inequalities for some dependent random variables
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Publication:1624522
DOI10.1214/lnms/1215461961zbMath1400.60056OpenAlexW1481917475MaRDI QIDQ1624522
Yosef Rinott, Ester Samuel-Cahn
Publication date: 16 November 2018
Full work available at URL: https://projecteuclid.org/euclid.lnms/1215461961
Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Stopping times; optimal stopping problems; gambling theory (60G40)
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