Limit theorems for threshold-stopped random variables with applications to optimal stopping (Q3484097): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for threshold-stopped random variables with applications to optimal stopping |
scientific article |
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Limit theorems for threshold-stopped random variables with applications to optimal stopping (English)
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1990
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extreme value theory
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Poisson random measures
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threshold stopping time
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