Properties of optimal extended-valued stopping rules for S\(_n\)/n
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Publication:1843282
DOI10.1214/aop/1176996843zbMath0281.62085OpenAlexW1997952988MaRDI QIDQ1843282
Publication date: 1973
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996843
Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Related Items (10)
Contribution to the optimal stopping problem ⋮ Some time-invariant stopping rule problems ⋮ Herbert Robbins and sequential analysis ⋮ Random walks with stochastically bounded increments: Foundations and characterization results ⋮ Selling options ⋮ A refinement of the Kolmogorov-Marcinkiewicz-Zygmund strong law of large numbers ⋮ Relative stability of trimmed sums ⋮ Toward a universal law of the iterated logarithm, Part II ⋮ Optimal Stopping of Two-Parameter Processes on Nonstandard Probability Spaces ⋮ Some relations between harmonic renewal measures and certain first passage times
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