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 (Q4018260)
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scientific article; zbMATH DE number 89937
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| English | 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 |
scientific article; zbMATH DE number 89937 |
Statements
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 (English)
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16 January 1993
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point processes
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domains of attraction
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last-exit times
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weak convergence
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convergence of suprema
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functional limit theorems
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extreme value theory
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0.9286485
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0.8654746
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0.8640788
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0.8615924
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0.8598755
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