Locating the maximum of a simple random sequence by sequential search

DOI10.1109/TIT.1987.1057378MaRDI QIDQ3769815zbMATH OpenFDO

Authors Bruce Hajek

Publication date 1987

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.1987.1057378

zbMATH Keywords

maximum of AR(1) processessequential searchstationary Gaussian processsuccess probabilitiestwo-phase strategy

Mathematics Subject Classification ID

Gaussian processes (60G15) Sequential statistical methods (62L99)

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