Larry Shepp

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimal paths for a car that goes both forwards and backwards
Pacific Journal of Mathematics
2022-09-15Paper
On occupation times of the first and third quadrants for planar Brownian motion
Journal of Applied Probability
2018-09-26Paper
Yule's ``nonsense correlation solved!
The Annals of Statistics
2017-09-08Paper
Yule's ``nonsense correlation solved!
The Annals of Statistics
2017-09-08Paper
Stationary Gaussian Markov processes as limits of stationary autoregressive time series
Journal of Multivariate Analysis
2017-02-23Paper
On the time for Brownian motion to visit every point on a circle
Journal of Statistical Planning and Inference
2016-03-08Paper
On optimal retirement
Journal of Applied Probability
2014-07-11Paper
The General Stationary Gaussian Markov Process2013-12-31Paper
Continuous blood glucose monitoring: a Bayes-Hidden Markov approach
Statistica Sinica
2013-11-25Paper
An inequality that subsumes the inequalities of Radon, Bohr, and Shannon
Annals of Operations Research
2013-11-12Paper
scientific article; zbMATH DE number 6193681 (Why is no real title available?)2013-08-01Paper
A conversation with Yuri Vasilyevich Prokhorov
Springer Proceedings in Mathematics & Statistics
2013-07-08Paper
On-line selection of \(c\)-alternating subsequences from a random sample
Journal of Probability and Statistics
2013-05-31Paper
Pick Up Sticks2012-10-20Paper
Fast functional magnetic resonance imaging -- a new approach towards neuroimaging
Statistics and Its Interface
2012-01-25Paper
Online Selection of Alternating Subsequences from a Random Sample
Journal of Applied Probability
2012-01-04Paper
Maximizing the discounted survival probability in Vardi's casino
Stochastics
2012-01-03Paper
Expected Number of Real Zeros of a Random Polynomial with Independent Identically Distributed Symmetric Long-Tailed Coefficients
Theory of Probability & Its Applications
2011-05-11Paper
Probability problems of Dobrushin type2011-04-21Paper
scientific article; zbMATH DE number 5556726 (Why is no real title available?)2009-05-22Paper
ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz
The Annals of Applied Probability
2009-04-02Paper
Several Colorful Inequalities
The American Mathematical Monthly
2008-12-11Paper
On the Number of Fixed Pairs in a Random Instance of the Stable Marriage Problem
SIAM Journal on Discrete Mathematics
2008-12-05Paper
The acquisition and statistical analysis of rapid 3D fMRI data2008-12-02Paper
Abram Meerovich Kagan (on his 70th birthday)
Russian Mathematical Surveys
2008-08-27Paper
Bold play and the optimal policy for Vardi's casino2008-07-11Paper
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
2008-06-11Paper
The Necklace Process
Journal of Applied Probability
2008-04-30Paper
Optimal Strategy for the Vardi Casino with Interest Payments
Journal of Applied Probability
2008-02-22Paper
The correlation of the maxima of correlated Brownian motions
Journal of Applied Probability
2007-08-23Paper
Strong decomposition of random variables
Journal of Theoretical Probability
2007-08-20Paper
Statistical thinking: From Tukey to Vardi and beyond2007-08-08Paper
Stochastic Models of Queue Storage
Probability in the Engineering and Informational Sciences
2007-01-19Paper
The advantage of capitalism vs. socialism depends on the criterion
Journal of Mathematical Sciences
2006-05-31Paper
The advantage of capitalism vs. socialism depends on the criterion
Journal of Mathematical Sciences
2006-05-31Paper
B-stability
Journal of Applied Probability
2005-10-18Paper
On Optimality of Bold Play for Primitive Casinos in the Presence of Inflation
Journal of Applied Probability
2005-08-25Paper
Drift rate control of a Brownian processing system
The Annals of Applied Probability
2005-07-13Paper
A model for stock price fluctuations based on information
IEEE Transactions on Information Theory
2005-05-11Paper
A matrix variance inequality
Journal of Statistical Planning and Inference
2005-02-22Paper
A bold strategy is not always optimal in the presence of inflation
Journal of Applied Probability
2004-09-24Paper
A one-dimensional Poisson growth model with non-overlapping intervals.
Stochastic Processes and their Applications
2004-09-22Paper
scientific article; zbMATH DE number 2034409 (Why is no real title available?)2004-01-28Paper
scientific article; zbMATH DE number 1998565 (Why is no real title available?)2003-10-29Paper
scientific article; zbMATH DE number 1795855 (Why is no real title available?)2003-05-31Paper
scientific article; zbMATH DE number 1551773 (Why is no real title available?)2003-04-27Paper
scientific article; zbMATH DE number 1865425 (Why is no real title available?)2003-02-06Paper
The Russian option under conditions of a possible `freezing' of prices
Russian Mathematical Surveys
2003-02-06Paper
Remarks on the maximum correlation coefficient
Bernoulli
2002-03-26Paper
Some optimal stopping problems with nontrivial boundaries for pricing exotic options
Journal of Applied Probability
2002-02-28Paper
Option pricing in a world with arbitrage2001-10-21Paper
Fast functional magnetic resonance imaging via prolate wavelets
Applied and Computational Harmonic Analysis
2001-05-31Paper
A conversation with Yuri Vasilyevich Prokhorov
Statistical Science
2001-02-07Paper
Parking cars with spin but no length
Journal of Statistical Physics
2001-01-25Paper
Symmetrization of binary random variables
Bernoulli
2000-11-19Paper
A surprising Radon transform result and its application to motion detection
IEEE Transactions on Image Processing
2000-09-06Paper
scientific article; zbMATH DE number 1485998 (Why is no real title available?)2000-08-08Paper
Optimal harvesting of stochastically fluctuating populations
Journal of Mathematical Biology
2000-07-16Paper
scientific article; zbMATH DE number 1421015 (Why is no real title available?)2000-03-22Paper
Tail hypotheses in the signal plus noise model
Statistics & Probability Letters
1999-10-31Paper
Explicit sufficient invariants for an interacting particle system
Journal of Applied Probability
1999-02-02Paper
Why the variance?
Statistics & Probability Letters
1998-12-15Paper
A secretary problem with two decision makers
Journal of Applied Probability
1998-11-03Paper
Some linear models are necessarily parametric
Statistics & Probability Letters
1998-06-14Paper
An Optimal Acceptance Policy for an Urn Scheme
SIAM Journal on Discrete Mathematics
1998-05-11Paper
Bandit problems with infinitely many arms
The Annals of Statistics
1998-02-22Paper
The discrete Radon transform and its approximate inversion via linear programming
Discrete Applied Mathematics
1998-02-01Paper
Risk vs. profit potential:
Journal of Economic Dynamics and Control
1997-02-27Paper
Hiring and firing optimally in a large corporation
Journal of Economic Dynamics and Control
1997-02-27Paper
Optimal tracking of brownian motion
Stochastics and Stochastic Reports
1997-02-04Paper
scientific article; zbMATH DE number 972637 (Why is no real title available?)1997-01-29Paper
scientific article; zbMATH DE number 910859 (Why is no real title available?)1996-08-22Paper
scientific article; zbMATH DE number 850376 (Why is no real title available?)1996-07-04Paper
The Complex Zeros of Random Polynomials1996-04-24Paper
scientific article; zbMATH DE number 796441 (Why is no real title available?)1996-01-15Paper
scientific article; zbMATH DE number 701783 (Why is no real title available?)1995-02-26Paper
Characterization of probability distributions by absolute moments of partial sums1995-01-01Paper
scientific article; zbMATH DE number 482632 (Why is no real title available?)1994-11-29Paper
scientific article; zbMATH DE number 687938 (Why is no real title available?)1994-11-17Paper
Monotone Optimal Multipartitions Using Schur Convexity with Respect to Partial Orders
SIAM Journal on Discrete Mathematics
1994-08-14Paper
A note on the conditional distribution of \(X\) when \(| X-y|\) is given
Statistics & Probability Letters
1994-07-05Paper
Inequalities and positive-definite functions arising from a problem in multidimensional scaling
The Annals of Statistics
1994-06-29Paper
The Russian option: Reduced regret
The Annals of Applied Probability
1994-03-17Paper
scientific article; zbMATH DE number 4218072 (Why is no real title available?)1994-01-01Paper
scientific article; zbMATH DE number 432963 (Why is no real title available?)1993-11-11Paper
The Sperner capacity of linear and nonlinear codes for the cyclic triangle
Journal of Algebraic Combinatorics
1993-10-13Paper
A note on conditional exponential moments and Onsager-Machlup functionals
The Annals of Probability
1993-01-16Paper
On the FKB conjecture for disjoint intersections
Discrete Mathematics
1992-06-28Paper
Sets uniquely determined by projections on axes. II: Discrete case
Discrete Mathematics
1992-06-28Paper
Existence of probability measures with given marginals
The Annals of Probability
1992-06-27Paper
scientific article; zbMATH DE number 16918 (Why is no real title available?)1992-06-26Paper
On the properties of a tree-structured server process
The Annals of Applied Probability
1991-01-01Paper
Synchronous service on a circle
Advances in Applied Probability
1991-01-01Paper
On a problem of ammunition rationing
Advances in Applied Probability
1991-01-01Paper
Sets Uniquely Determined by Projections on Axes I. Continuous Case
SIAM Journal on Applied Mathematics
1990-01-01Paper
Optimal switching between a pair of Brownian motions
The Annals of Probability
1990-01-01Paper
Tracking a wiener process with a process of finite energy
Communications in Statistics. Stochastic Models
1989-01-01Paper
Connectedness of certain random graphs
Israel Journal of Mathematics
1989-01-01Paper
Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation
IEEE Transactions on Information Theory
1989-01-01Paper
On the evolution of islands
Israel Journal of Mathematics
1989-01-01Paper
The match of a random permutation has the FKG property
The Annals of Probability
1988-01-01Paper
Self-avoiding random loops
IEEE Transactions on Information Theory
1988-01-01Paper
A probabilistic model for the time to unravel a strand of dna
Communications in Statistics. Stochastic Models
1988-01-01Paper
Some inequalities concerning random subsets of a set (Corresp.)
IEEE Transactions on Information Theory
1987-01-01Paper
Admissibility as a touchstone
The Annals of Statistics
1987-01-01Paper
The least variable phase type distribution is erlang
Communications in Statistics. Stochastic Models
1987-01-01Paper
On the number of leaves of a euclidean minimal spanning tree
Journal of Applied Probability
1987-01-01Paper
On the probability of covering the circle by random arcs
Journal of Applied Probability
1987-01-01Paper
A Queueing Analysis of Hashing with Lazy Deletion
SIAM Journal on Computing
1987-01-01Paper
On the number of crossings of empirical distribution functions
The Annals of Probability
1986-01-01Paper
An inequality conjectured by Hajela and Seymour arising in combinatorial geometry
Combinatorica
1985-01-01Paper
Component-level redundancy is better than system-level redundancy for channel graphs
Networks
1985-01-01Paper
Optimal Sequential Selection of Secretaries
Mathematics of Operations Research
1985-01-01Paper
The set of real numbers left uncovered by random covering intervals
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1985-01-01Paper
Enumerating pairs of permutations with the same up-down form
Discrete Mathematics
1985-01-01Paper
A Statistical Model for Positron Emission Tomography1985-01-01Paper
A Stochastic Model of Fragmentation in Dynamic Storage Allocation
SIAM Journal on Computing
1985-01-01Paper
The stationary distribution of reflected Brownian motion in a planar region
The Annals of Probability
1985-01-01Paper
A tandem storage system and its diffusion limit
Stochastic Processes and their Applications
1984-01-01Paper
Diffusion, Cell Mobility, and Bandlimited Functions
SIAM Journal on Applied Mathematics
1984-01-01Paper
scientific article; zbMATH DE number 3853730 (Why is no real title available?)1983-01-01Paper
A poisson process whose rate is a hidden Markov process
Advances in Applied Probability
1982-01-01Paper
On the integral of the absolute value of the pinned Wiener process
The Annals of Probability
1982-01-01Paper
The XYZ conjecture and the FKG inequality
The Annals of Probability
1982-01-01Paper
Distribution functions invariant under residual-lifetime and length-biased sampling
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1981-01-01Paper
On skew Brownian motion
The Annals of Probability
1981-01-01Paper
scientific article; zbMATH DE number 3848310 (Why is no real title available?)1981-01-01Paper
On Prediction of Moving-Average Processes
Bell System Technical Journal
1980-01-01Paper
Some solvable stochastic control problemst
Stochastics
1980-01-01Paper
The FKG Inequality and Some Monotonicity Properties of Partial Orders
SIAM Journal on Algebraic Discrete Methods
1980-01-01Paper
The joint density of the maximum and its location for a Wiener process with drift
Journal of Applied Probability
1979-01-01Paper
On the lower tail of Gaussian seminorms
The Annals of Probability
1979-01-01Paper
scientific article; zbMATH DE number 3574395 (Why is no real title available?)
Indiana University Mathematics Journal
1978-01-01Paper
Computerized Tomography: The New Medical X-Ray Technology
The American Mathematical Monthly
1978-01-01Paper
Correction to Radon-Nikodym derivatives of Gaussian measures
The Annals of Probability
1977-01-01Paper
scientific article; zbMATH DE number 3536666 (Why is no real title available?)1977-01-01Paper
scientific article; zbMATH DE number 3549893 (Why is no real title available?)1977-01-01Paper
A variational problem for random Young tableaux
Advances in Mathematics
1977-01-01Paper
First-passage time for a particular stationary periodic Gaussian process
Journal of Applied Probability
1976-01-01Paper
Optimal reconstruction of a function from its projections
Duke Mathematical Journal
1975-01-01Paper
scientific article; zbMATH DE number 3516395 (Why is no real title available?)1975-01-01Paper
On the divergence of certain integrals of the Wiener process
Annales de l’institut Fourier
1974-01-01Paper
On the divergence of certain integrals of the Wiener process
Annales de l’institut Fourier
1974-01-01Paper
scientific article; zbMATH DE number 3418461 (Why is no real title available?)1974-01-01Paper
A path space picture for Feynman-Kac averages
Annals of Physics
1974-01-01Paper
A birth and death model of neuron firing
Journal of Applied Probability
1974-01-01Paper
Limit distributions of self-normalized sums
The Annals of Probability
1973-01-01Paper
Covering the circle with random arcs
Israel Journal of Mathematics
1972-01-01Paper
Covering the line with random intervals
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1972-01-01Paper
scientific article; zbMATH DE number 3591122 (Why is no real title available?)1972-01-01Paper
First Passage Time for a Particular Gaussian Process
Annals of Mathematical Statistics
1971-01-01Paper
On the Supremum of $S_n/n$
Annals of Mathematical Statistics
1970-01-01Paper
scientific article; zbMATH DE number 3347377 (Why is no real title available?)1970-01-01Paper
Continuity of Gaussian Processes1970-01-01Paper
Conditions for absolute continuity between a certain pair of probability measures
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1970-01-01Paper
Binary communication over the Gaussian channel using feedback with a peak energy constraint
IEEE Transactions on Information Theory
1969-01-01Paper
Explicit Solutions to Some Problems of Optimal Stopping
Annals of Mathematical Statistics
1969-01-01Paper
scientific article; zbMATH DE number 3264533 (Why is no real title available?)1968-01-01Paper
Wiener Integrals Associated with Diffusion Processes
Theory of Probability & Its Applications
1968-01-01Paper
Real Zeros of Random Polynomials. II
Proceedings of the London Mathematical Society
1968-01-01Paper
Real Zeros of Random Polynomials
Proceedings of the London Mathematical Society
1968-01-01Paper
A First Passage Problem for the Wiener Process
Annals of Mathematical Statistics
1967-01-01Paper
On the best finite set of linear observables for discriminating two Gaussian signals
IEEE Transactions on Information Theory
1967-01-01Paper
Gaussian measures in function space
Pacific Journal of Mathematics
1966-01-01Paper
Radon-Nikodym Derivatives of Gaussian Measures
Annals of Mathematical Statistics
1966-01-01Paper
Ordered Cycle Lengths in a Random Permutation1966-01-01Paper
An application of group random walk theory to random walks in Euclidean space
Archiv der Mathematik
1965-01-01Paper
The Estimation of Some Determinants of Toeplitz-Type1965-01-01Paper
Distinguishing a Sequence of Random Variables from a Translate of Itself
Annals of Mathematical Statistics
1965-01-01Paper
Recurrent random walks with arbitrarily large steps
Bulletin of the American Mathematical Society
1964-01-01Paper
THE SINGULARITY OF GAUSSIAN MEASURES IN FUNCTION SPACE
Proceedings of the National Academy of Sciences
1964-01-01Paper
A Limit Law Concerning Moving Averages
Annals of Mathematical Statistics
1964-01-01Paper
A Local Limit Theorem
Annals of Mathematical Statistics
1964-01-01Paper
Symmetric Random Walk1962-01-01Paper
scientific article; zbMATH DE number 3163288 (Why is no real title available?)1961-01-01Paper
The Double Dixie Cup Problem
The American Mathematical Monthly
1960-01-01Paper


Research outcomes over time


This page was built for person: Larry Shepp