Doob, Ignatov and optional skipping.

DOI10.1214/AOP/1039548377zbMath1040.60034OpenAlexW2104827057MaRDI QIDQ1872314

Yi-Ching Yao, Gordon Simons

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1039548377

zbMATH Keywords

Ignatov's theoremindexical stopping timeoptimal skipping

Mathematics Subject Classification ID

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

Related Items (1)

K-th Record Values and Their Basic Properties

Cites Work

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• Independent Poisson processes generated by record values and inter-record times
• On independence of \(k\)-record processes: Ignatov's theorem revisited
• Note on probability
• The k-record processes are i.i.d.
• Ignatov's theorem: an abbreviation of the proof of Engelen, Tommassen and Vervaat
• The strong approximation of extremal processes (II)

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