Prophet compared to gambler: Additive inequalities for transforms of sequences of random variables
type: Item
instance of: scholarly article
title: Prophet compared to gambler: Additive inequalities for transforms of sequences of random variables
zbMATH Open document ID: 0867.60024
DOI: 10.1016/0167-7152(95)00151-4
author: Frans Boshuizen
published in: Statistics \& Probability Letters
publication date: 1997-02-23T00:00:00Z
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 954952
zbMATH Keywords: prophet compared to gambler
zbMATH Keywords: inequalities
MaRDI profile type: Publication
full work available at URL: 0167-7152(95)00151-4
OpenAlex ID: W2056555289
cites work: Optimal stopping-related inequalities for i.i.d. random variables when the future is discounted
cites work: Martingale Transforms
cites work: Stopping Times and Directed Processes
cites work: Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables
cites work: Comparisons of stop rule and supremum expectations of i.i.d. random variables
cites work: Q4012003
cites work: Prophet compared to gambler: An inequality for transforms of processes
cites work: The maximal variation of a bounded martingale
cites work: Q4516376
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description: scientific article; zbMATH DE number 954952