Existence of Optimal Stopping Rules for Rewards Related to $S_n/n$
From MaRDI portal
Publication:4765882
DOI10.1214/aoms/1177698248zbMath0279.62020OpenAlexW2057629064MaRDI QIDQ4765882
Publication date: 1968
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698248
Related Items (5)
Approximations for the maximum of a vector-valued stochastic process with drift ⋮ The limit theorem for maximum of partial sums of exchangeable random variables ⋮ A functional central limit theorem connected with extended renewal theory ⋮ Distributions of stopping times in some sequential estimation procedures ⋮ On the Distribution of the First Passage Time of a Random Walk to an Arbitrary Remote Boundary
This page was built for publication: Existence of Optimal Stopping Rules for Rewards Related to $S_n/n$
