| Publication | Date of Publication | Type |
|---|
Revisiting a theorem of L. A. Shepp on optimal stopping
Communications on Stochastic Analysis | 2025-09-25 | Paper |
Optimal paths for a car that goes both forwards and backwards
Pacific Journal of Mathematics | 2022-09-15 | Paper |
On occupation times of the first and third quadrants for planar Brownian motion
Journal of Applied Probability | 2018-09-26 | Paper |
Yule's ``nonsense correlation'' solved!
The Annals of Statistics | 2017-09-08 | Paper |
Yule's ``nonsense correlation'' solved!
The Annals of Statistics | 2017-09-08 | Paper |
Stationary Gaussian Markov processes as limits of stationary autoregressive time series
Journal of Multivariate Analysis | 2017-02-23 | Paper |
On the time for Brownian motion to visit every point on a circle
Journal of Statistical Planning and Inference | 2016-03-08 | Paper |
On optimal retirement
Journal of Applied Probability | 2014-07-11 | Paper |
| The General Stationary Gaussian Markov Process | 2013-12-31 | Paper |
Continuous blood glucose monitoring: a Bayes-Hidden Markov approach
Statistica Sinica | 2013-11-25 | Paper |
An inequality that subsumes the inequalities of Radon, Bohr, and Shannon
Annals of Operations Research | 2013-11-12 | Paper |
| scientific article; zbMATH DE number 6193681 (Why is no real title available?) | 2013-08-01 | Paper |
A conversation with Yuri Vasilyevich Prokhorov
Springer Proceedings in Mathematics & Statistics | 2013-07-08 | Paper |
On-line selection of \(c\)-alternating subsequences from a random sample
Journal of Probability and Statistics | 2013-05-31 | Paper |
| Pick Up Sticks | 2012-10-20 | Paper |
Fast functional magnetic resonance imaging -- a new approach towards neuroimaging
Statistics and Its Interface | 2012-01-25 | Paper |
Online Selection of Alternating Subsequences from a Random Sample
Journal of Applied Probability | 2012-01-04 | Paper |
Maximizing the discounted survival probability in Vardi's casino
Stochastics | 2012-01-03 | Paper |
Expected Number of Real Zeros of a Random Polynomial with Independent Identically Distributed Symmetric Long-Tailed Coefficients
Theory of Probability & Its Applications | 2011-05-11 | Paper |
| Probability problems of Dobrushin type | 2011-04-21 | Paper |
| scientific article; zbMATH DE number 5556726 (Why is no real title available?) | 2009-05-22 | Paper |
ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz
The Annals of Applied Probability | 2009-04-02 | Paper |
Several Colorful Inequalities
The American Mathematical Monthly | 2008-12-11 | Paper |
On the Number of Fixed Pairs in a Random Instance of the Stable Marriage Problem
SIAM Journal on Discrete Mathematics | 2008-12-05 | Paper |
| The acquisition and statistical analysis of rapid 3D fMRI data | 2008-12-02 | Paper |
Abram Meerovich Kagan (on his 70th birthday)
Russian Mathematical Surveys | 2008-08-27 | Paper |
| Bold play and the optimal policy for Vardi's casino | 2008-07-11 | Paper |
Representing a function of two variables as a superposition over angles of ridge functions with a given shape via linear programming
Journal of Statistical Planning and Inference | 2008-06-11 | Paper |
The Necklace Process
Journal of Applied Probability | 2008-04-30 | Paper |
Optimal Strategy for the Vardi Casino with Interest Payments
Journal of Applied Probability | 2008-02-22 | Paper |
The correlation of the maxima of correlated Brownian motions
Journal of Applied Probability | 2007-08-23 | Paper |
Strong decomposition of random variables
Journal of Theoretical Probability | 2007-08-20 | Paper |
| Statistical thinking: From Tukey to Vardi and beyond | 2007-08-08 | Paper |
Stochastic Models of Queue Storage
Probability in the Engineering and Informational Sciences | 2007-01-19 | Paper |
The advantage of capitalism vs. socialism depends on the criterion
Journal of Mathematical Sciences | 2006-05-31 | Paper |
The advantage of capitalism vs. socialism depends on the criterion
Journal of Mathematical Sciences | 2006-05-31 | Paper |
B-stability
Journal of Applied Probability | 2005-10-18 | Paper |
On Optimality of Bold Play for Primitive Casinos in the Presence of Inflation
Journal of Applied Probability | 2005-08-25 | Paper |
Drift rate control of a Brownian processing system
The Annals of Applied Probability | 2005-07-13 | Paper |
A model for stock price fluctuations based on information
IEEE Transactions on Information Theory | 2005-05-11 | Paper |
A matrix variance inequality
Journal of Statistical Planning and Inference | 2005-02-22 | Paper |
A bold strategy is not always optimal in the presence of inflation
Journal of Applied Probability | 2004-09-24 | Paper |
A one-dimensional Poisson growth model with non-overlapping intervals.
Stochastic Processes and their Applications | 2004-09-22 | Paper |
| scientific article; zbMATH DE number 2034409 (Why is no real title available?) | 2004-01-28 | Paper |
| scientific article; zbMATH DE number 1998565 (Why is no real title available?) | 2003-10-29 | Paper |
| scientific article; zbMATH DE number 1795855 (Why is no real title available?) | 2003-05-31 | Paper |
| scientific article; zbMATH DE number 1551773 (Why is no real title available?) | 2003-04-27 | Paper |
The Russian option under conditions of a possible `freezing' of prices
Russian Mathematical Surveys | 2003-02-06 | Paper |
| scientific article; zbMATH DE number 1865425 (Why is no real title available?) | 2003-02-06 | Paper |
Remarks on the maximum correlation coefficient
Bernoulli | 2002-03-26 | Paper |
Some optimal stopping problems with nontrivial boundaries for pricing exotic options
Journal of Applied Probability | 2002-02-28 | Paper |
| Option pricing in a world with arbitrage | 2001-10-21 | Paper |
Fast functional magnetic resonance imaging via prolate wavelets
Applied and Computational Harmonic Analysis | 2001-05-31 | Paper |
A conversation with Yuri Vasilyevich Prokhorov
Statistical Science | 2001-02-07 | Paper |
Parking cars with spin but no length
Journal of Statistical Physics | 2001-01-25 | Paper |
Symmetrization of binary random variables
Bernoulli | 2000-11-19 | Paper |
A surprising Radon transform result and its application to motion detection
IEEE Transactions on Image Processing | 2000-09-06 | Paper |
| scientific article; zbMATH DE number 1485998 (Why is no real title available?) | 2000-08-08 | Paper |
Optimal harvesting of stochastically fluctuating populations
Journal of Mathematical Biology | 2000-07-16 | Paper |
| scientific article; zbMATH DE number 1421015 (Why is no real title available?) | 2000-03-22 | Paper |
Tail hypotheses in the signal plus noise model
Statistics & Probability Letters | 1999-10-31 | Paper |
Explicit sufficient invariants for an interacting particle system
Journal of Applied Probability | 1999-02-02 | Paper |
Why the variance?
Statistics & Probability Letters | 1998-12-15 | Paper |
A secretary problem with two decision makers
Journal of Applied Probability | 1998-11-03 | Paper |
Some linear models are necessarily parametric
Statistics & Probability Letters | 1998-06-14 | Paper |
An Optimal Acceptance Policy for an Urn Scheme
SIAM Journal on Discrete Mathematics | 1998-05-11 | Paper |
Bandit problems with infinitely many arms
The Annals of Statistics | 1998-02-22 | Paper |
The discrete Radon transform and its approximate inversion via linear programming
Discrete Applied Mathematics | 1998-02-01 | Paper |
Risk vs. profit potential:
Journal of Economic Dynamics and Control | 1997-02-27 | Paper |
Hiring and firing optimally in a large corporation
Journal of Economic Dynamics and Control | 1997-02-27 | Paper |
Optimal tracking of brownian motion
Stochastics and Stochastic Reports | 1997-02-04 | Paper |
| scientific article; zbMATH DE number 972637 (Why is no real title available?) | 1997-01-29 | Paper |
| scientific article; zbMATH DE number 910859 (Why is no real title available?) | 1996-08-22 | Paper |
| scientific article; zbMATH DE number 850376 (Why is no real title available?) | 1996-07-04 | Paper |
| The Complex Zeros of Random Polynomials | 1996-04-24 | Paper |
| scientific article; zbMATH DE number 796441 (Why is no real title available?) | 1996-01-15 | Paper |
| scientific article; zbMATH DE number 701783 (Why is no real title available?) | 1995-02-26 | Paper |
| Characterization of probability distributions by absolute moments of partial sums | 1995-01-01 | Paper |
| scientific article; zbMATH DE number 482632 (Why is no real title available?) | 1994-11-29 | Paper |
| scientific article; zbMATH DE number 687938 (Why is no real title available?) | 1994-11-17 | Paper |
Monotone Optimal Multipartitions Using Schur Convexity with Respect to Partial Orders
SIAM Journal on Discrete Mathematics | 1994-08-14 | Paper |
A note on the conditional distribution of \(X\) when \(| X-y|\) is given
Statistics & Probability Letters | 1994-07-05 | Paper |
Inequalities and positive-definite functions arising from a problem in multidimensional scaling
The Annals of Statistics | 1994-06-29 | Paper |
The Russian option: Reduced regret
The Annals of Applied Probability | 1994-03-17 | Paper |
| scientific article; zbMATH DE number 4218072 (Why is no real title available?) | 1994-01-01 | Paper |
| scientific article; zbMATH DE number 432963 (Why is no real title available?) | 1993-11-11 | Paper |
The Sperner capacity of linear and nonlinear codes for the cyclic triangle
Journal of Algebraic Combinatorics | 1993-10-13 | Paper |
A note on conditional exponential moments and Onsager-Machlup functionals
The Annals of Probability | 1993-01-16 | Paper |
Sets uniquely determined by projections on axes. II: Discrete case
Discrete Mathematics | 1992-06-28 | Paper |
On the FKB conjecture for disjoint intersections
Discrete Mathematics | 1992-06-28 | Paper |
Existence of probability measures with given marginals
The Annals of Probability | 1992-06-27 | Paper |
| scientific article; zbMATH DE number 16918 (Why is no real title available?) | 1992-06-26 | Paper |
On the properties of a tree-structured server process
The Annals of Applied Probability | 1991-01-01 | Paper |
Synchronous service on a circle
Advances in Applied Probability | 1991-01-01 | Paper |
On a problem of ammunition rationing
Advances in Applied Probability | 1991-01-01 | Paper |
Sets Uniquely Determined by Projections on Axes I. Continuous Case
SIAM Journal on Applied Mathematics | 1990-01-01 | Paper |
Optimal switching between a pair of Brownian motions
The Annals of Probability | 1990-01-01 | Paper |
On the evolution of islands
Israel Journal of Mathematics | 1989-01-01 | Paper |
Tracking a wiener process with a process of finite energy
Communications in Statistics. Stochastic Models | 1989-01-01 | Paper |
Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation
IEEE Transactions on Information Theory | 1989-01-01 | Paper |
Connectedness of certain random graphs
Israel Journal of Mathematics | 1989-01-01 | Paper |
The match of a random permutation has the FKG property
The Annals of Probability | 1988-01-01 | Paper |
