Robert P. Kertz

Available identifiers

zbMath Open kertz.robert-pMaRDI QIDQ754559

List of research outcomes

Publication	Date of Publication	Type
Hyperbolic-concave functions and Hardy-Littlewood maximal functions	2018-11-16	Paper
https://portal.mardi4nfdi.de/entity/Q4508114	2003-08-11	Paper
https://portal.mardi4nfdi.de/entity/Q2759605	2002-10-23	Paper
https://portal.mardi4nfdi.de/entity/Q4263961	2000-09-24	Paper
Smallest-fit selection of random sizes under a sum constraint: weak convergence and moment comparisons	2000-06-07	Paper
A prophet inequality for independent random variables with finite variances	1999-11-11	Paper
Stochastic and convex orders and lattices of probability measures, with a martingale interpretation	1993-10-04	Paper
Limit theorems for suprema, threshold-stopped random variables and last exits of i.i.d. random variables with costs and discounting, with applications to optimal stopping	1993-01-16	Paper
https://portal.mardi4nfdi.de/entity/Q4012003	1992-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q4012005	1992-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q3979173	1992-06-26	Paper
Martingales with given maxima and terminal distributions	1992-06-25	Paper
The asymptotic behavior of the reward sequence in the optimal stopping of i.i.d. random variables	1991-01-01	Paper
Worth of perfect information in bernoulli bandits	1991-01-01	Paper
Comparison of stop rule and maximum expectations for finite sequences of exchangeable random variables	1991-01-01	Paper
Limit theorems for threshold-stopped random variables with applications to optimal stopping	1990-01-01	Paper
Leaving an interval in limited playing time	1988-01-01	Paper
Prophet regions and sharp inequalities for pth absolute moments of martingales	1986-01-01	Paper
Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality	1986-01-01	Paper
Comparison of optimal value and constrained maxima expectations for independent random variables	1986-01-01	Paper
Optimal-Partitioning Inequalities for Nonatomic Probability Measures	1986-01-01	Paper
Common strict character of some sharp infinite-sequence martingale inequalities	1985-01-01	Paper
Stop Rule Inequalities for Uniformly Bounded Sequences of Random Variables	1983-01-01	Paper
Comparisons of stop rule and supremum expectations of i.i.d. random variables	1982-01-01	Paper
Renewal Plans and Persistent Optimality in Countably Additive Gambling	1982-01-01	Paper
Ratio comparisons of supremum and stop rule expectations	1981-01-01	Paper
Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables	1981-01-01	Paper
Persistently optimal plans for nonstationary dynamic programming: The topology of weak convergence case	1979-01-01	Paper
A semigroup perturbation theorem with application to a singular perturbation problem in nonlinear ordinary differential equations	1979-01-01	Paper
Random evolutions with underlying semi-Markov processes	1978-01-01	Paper
Limit theorems for semigroups with perturbed generators, with applications to multiscaled random evolutions	1978-01-01	Paper
Limit theorems for discontinuous random evolutions with applications to initial value problems and to Markov processes on N lines	1974-01-01	Paper
Perturbed Semigroup Limit Theorems with Applications to Discontinuous Random Evolutions	1974-01-01	Paper

Research outcomes over time

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