A note on the gambling team method

DOI10.1016/j.spl.2013.11.003zbMath1312.60048arXiv1310.4316OpenAlexW1980071272MaRDI QIDQ2446701

Krzysztof Zajkowski

Publication date: 17 April 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.4316

zbMATH Keywords

generating functionsmartingalesstopping timesgambling team technique

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

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• A martingale approach to scan statistics
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• Patterns generated by \(m\)th-order Markov chains
• Scan statistics. Methods and applications. In honor of Joseph Naus's seventieth birthday
• A martingale approach to the study of occurrence of sequence patterns in repeated experiments
• The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain
• Reliability of Consecutive-k-out-of-n:F Systems with (k-1)-step Markov Dependence
• Waiting Times for Patterns and a Method of Gambling Teams
• Gambling Teams and Waiting Times for Patterns in Two-State Markov Chains

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