STOP RULE AND SUPREMUM COMPARISONS FOR I.I.D. SEQUENCES OF EXPONENTIAL AND UNIFORM RANDOM VARIABLES

DOI10.1081/SAP-100000755zbMath1003.60043OpenAlexW2071273812MaRDI QIDQ2746364

Ileana Castillo, Martin L. Jones

Publication date: 20 January 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-100000755

zbMATH Keywords

optimal stoppinginequalities for stochastic processprophet problems

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites Work

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