{"entities":{"Q756259":{"pageid":758108,"ns":120,"title":"Item:Q756259","lastrevid":49471216,"modified":"2026-01-07T05:23:38Z","type":"item","id":"Q756259","labels":{"en":{"language":"en","value":"The asymptotic behavior of the reward sequence in the optimal stopping of i.i.d. random variables"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 4190823"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q756259$B61BA219-3360-4036-A63B-2B425597F668","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"7569fb5ffde7e4fb384f63ae5f12738edb292de5","datavalue":{"value":{"text":"The asymptotic behavior of the reward sequence in the optimal stopping of i.i.d. random variables","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q756259$A6763371-B0E3-44EF-B271-E37FE469C528","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"6ada445c3ed37fa553ad625e6cbc6a70d4340ea4","datavalue":{"value":"0722.60036","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q756259$922B65A7-FA43-4B48-8701-728729812EA6","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"08ee8d17ea344cb8bec568700f54763ec7bfe529","datavalue":{"value":{"entity-type":"item","numeric-id":756258,"id":"Q756258"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q756259$7F3862A0-16B8-4C60-A14C-E379604A9C47","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4f00d0720aaf4ce90b7a3186b129f3416a28794b","datavalue":{"value":{"entity-type":"item","numeric-id":754559,"id":"Q754559"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q756259$7EADED11-7B8F-44F0-B2E3-7A817FC6CD4F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c9d829dece3e2d330deed49a6cb836edc666e294","datavalue":{"value":{"entity-type":"item","numeric-id":107063,"id":"Q107063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q756259$63D0CB5A-D27D-4AAE-AE09-A9C897DB6624","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"391107ffc7a24346d69c573e292e4ff4587e3aaa","datavalue":{"value":{"time":"+1991-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q756259$E614DDF0-B71C-45CC-8D20-6F0CCA424218","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"20ea92a15749f39e914485009f645f820a9e4adb","datavalue":{"value":"Let \\(X_ 1,X_ 2,..\\). be integrable i.i.d. random variables with a distribution function F and let \\(v_ n=\\sup \\{E(X_ T):\\) T is a stopping time for \\((X_ m)_{m\\geq 1}\\), \\(T\\leq n\\}\\), \\(n=1,2,... \\). It is proved that if F belongs to the domain of attraction for maxima of one of the three extreme-value laws \\(G_ I\\) or \\(G^{\\alpha}_{II}\\) \\((\\alpha >1)\\) or \\(G^{\\alpha}_{III}\\) \\((\\alpha >0)\\), then \\(\\lim_{n}n(1-F(v_ n))=1\\) or \\(1-\\alpha^{-1}\\) or \\(1+\\alpha^{-1}\\), respectively. From this, the growth rate of \\((v_ n)_{n\\geq 1}\\) is derived and compared to the growth rate of \\((E(\\max (X_ 1,...,X_ n)))_{n\\geq 1}\\). Under the same assumption on F, let \\((u_ n)_{n\\geq 1}\\) be any sequence such that \\(\\lim_{n}n(1-F(u_ n))=\\lim_{n}n(1-F(v_ n)).\\) Then the sequence of stopping times \\(T_ 1=1\\), \\(T_ n=n\\wedge \\inf \\{k:\\;k<n,\\quad X_ k>u_{n-k}\\}\\) is ``asymptotically optimal''. Finally, for the optimal sequence \\((T^*_ n)_{n\\geq 1}\\) (i.e., if \\(v_ n\\) is put instead of \\(u_ n)\\) the limit distribution of the optimal rewards \\((X_{T^*_ n})_{n\\geq 1}\\) is calculated.","type":"string"},"datatype":"string"},"type":"statement","id":"Q756259$93A6CDD6-73FE-4907-B397-4EAF2721BE94","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"52f736c67699242f7108ae98eb834b45c7e94d13","datavalue":{"value":{"entity-type":"item","numeric-id":424524,"id":"Q424524"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q756259$1F42F7FE-C020-4C1D-9077-C5A7FE2DE349","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"96985b9b4d60c0f935f371b2243a7deeef976496","datavalue":{"value":"60G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q756259$0513655A-E04D-4EA9-8A40-CF5D5420974F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3d0e7b322622d5e8df8bd4a7f15a34940eb62cd4","datavalue":{"value":"62L15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q756259$9ECAD7D2-4DC8-4D4B-AEA4-2DD16CECB797","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"06501b652e368cc105ad78a5eac217e38c314cda","datavalue":{"value":"60F05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q756259$544F0AE5-2ADF-4727-97F3-B8D3F9784E43","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"78d0e5ab52582c631645f2753a8f9dd83c805bc0","datavalue":{"value":"4190823","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q756259$37993B95-C1EC-422F-9199-F8119424C685","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b810fdb69ce8aa96805028a983c4c50f2e7c63fa","datavalue":{"value":"domain of attraction for maxima","type":"string"},"datatype":"string"},"type":"statement","id":"Q756259$89CA105D-DF88-4B91-8995-EAD00B717D22","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a98a031a2e54b02c00217d01fe3780e0fb423d5c","datavalue":{"value":"extreme-value laws","type":"string"},"datatype":"string"},"type":"statement","id":"Q756259$9DF69FA3-CBCC-4724-829A-26FFEBB84E18","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8dbc2b4941bb66cf0246bbe292c7057b67a5b618","datavalue":{"value":"stopping times","type":"string"},"datatype":"string"},"type":"statement","id":"Q756259$9A18A7EE-8B25-4229-BA4C-D089DF1FAF6F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fc4da3c3176a62ee03fde2b7b18d1fed1d093126","datavalue":{"value":"optimal rewards","type":"string"},"datatype":"string"},"type":"statement","id":"Q756259$D1EE65B5-594F-4B5B-8C6B-80EBA2D7758A","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q756259$A0672DA1-00E0-422E-96B6-A4727E41E929","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"d43366f197c79806021e9cd32c07f547d9ed88db","datavalue":{"value":"https://doi.org/10.1214/aop/1176990547","type":"string"},"datatype":"url"},"type":"statement","id":"Q756259$B9F75ECA-AD1E-4087-A2CF-0623F7A12AA9","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"90218f513aaddcdba0dce11d8d7a031bb873b137","datavalue":{"value":"W1990766395","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q756259$932D0ADC-D0BF-4921-B996-C7F8CEDE072E","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"11e9992664538c9476b462d22cd3f3e891f645d6","datavalue":{"value":"10.1214/AOP/1176990547","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q756259$4C0AEBFC-2065-48CD-AB7F-A98C160FC8F3","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6759e001ad7db3570c0830815e95466ab3bc5af6","datavalue":{"value":{"entity-type":"item","numeric-id":3484097,"id":"Q3484097"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"eecac4a6d97ac3fc392fddcaeb1a6bf075ececc6","datavalue":{"value":{"amount":"+0.8837032318115234","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q756259$28FB4570-7487-477B-8885-4B3FCA795DCE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"eda4f018567f22be012858e61c9a184a3f89682f","datavalue":{"value":{"entity-type":"item","numeric-id":4012005,"id":"Q4012005"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ac69cf5dab00508b06af48710ae4f686d98b32ce","datavalue":{"value":{"amount":"+0.8521396517753601","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q756259$839CA07E-2CC4-4C8E-B663-04C6DE5E195C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"52310ea4c33558cda001e92623b87ffa86022207","datavalue":{"value":{"entity-type":"item","numeric-id":4018260,"id":"Q4018260"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"199d345125ddc1320077e872fee346018dd1b96b","datavalue":{"value":{"amount":"+0.8371148705482483","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q756259$C178B2D8-CA24-45CA-B8C6-E8869D868B23","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"57ba567a917b6bba30e7b04e1b442653c09133e5","datavalue":{"value":{"entity-type":"item","numeric-id":3733889,"id":"Q3733889"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4842ce1dfbf5f8c271a338b82eb0b250a1d16363","datavalue":{"value":{"amount":"+0.8247349858283997","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q756259$A7E438D3-6840-4329-9F45-BD00EA43A47B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3087acf325e0b20d6f17e019c7d950bf3f03b2d7","datavalue":{"value":{"entity-type":"item","numeric-id":1098165,"id":"Q1098165"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"86de0fe278225cc20df88f69fce841d89c773f55","datavalue":{"value":{"amount":"+0.8236283659934998","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q756259$0CB06D9C-FCC6-4699-812E-89375D84C1D4","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:756259","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:756259"}}}}}