Larry Shepp

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Person:188426

Available identifiers

zbMath Open shepp.larry-aDBLPs/LarryASheppWikidataQ6504586 ScholiaQ6504586MaRDI QIDQ188426

List of research outcomes





PublicationDate of PublicationType
Optimal paths for a car that goes both forwards and backwards2022-09-15Paper
On occupation times of the first and third quadrants for planar Brownian motion2018-09-26Paper
Yule's ``nonsense correlation solved!2017-09-08Paper
Stationary Gaussian Markov processes as limits of stationary autoregressive time series2017-02-23Paper
On the time for Brownian motion to visit every point on a circle2016-03-08Paper
On Optimal Retirement2014-07-11Paper
The General Stationary Gaussian Markov Process2013-12-31Paper
Continuous blood glucose monitoring: a Bayes-Hidden Markov approach2013-11-25Paper
An inequality that subsumes the inequalities of Radon, Bohr, and Shannon2013-11-12Paper
https://portal.mardi4nfdi.de/entity/Q53269342013-08-01Paper
A Conversation with Yuri Vasilyevich Prokhorov2013-07-08Paper
On-line selection of \(c\)-alternating subsequences from a random sample2013-05-31Paper
Pick Up Sticks2012-10-20Paper
Fast functional magnetic resonance imaging -- a new approach towards neuroimaging2012-01-25Paper
Online Selection of Alternating Subsequences from a Random Sample2012-01-04Paper
Maximizing the discounted survival probability in Vardi's casino2012-01-03Paper
Expected Number of Real Zeros of a Random Polynomial with Independent Identically Distributed Symmetric Long-Tailed Coefficients2011-05-11Paper
https://portal.mardi4nfdi.de/entity/Q29954482011-04-21Paper
https://portal.mardi4nfdi.de/entity/Q36266922009-05-22Paper
ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz2009-04-02Paper
Several Colorful Inequalities2008-12-11Paper
On the Number of Fixed Pairs in a Random Instance of the Stable Marriage Problem2008-12-05Paper
https://portal.mardi4nfdi.de/entity/Q35434462008-12-02Paper
Abram Meerovich Kagan (on his 70th birthday)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 programming2008-06-11Paper
The Necklace Process2008-04-30Paper
Optimal Strategy for the Vardi Casino with Interest Payments2008-02-22Paper
The correlation of the maxima of correlated Brownian motions2007-08-23Paper
Strong decomposition of random variables2007-08-20Paper
Statistical thinking: From Tukey to Vardi and beyond2007-08-08Paper
Stochastic Models of Queue Storage2007-01-19Paper
The advantage of capitalism vs. socialism depends on the criterion2006-05-31Paper
B-stability2005-10-18Paper
On Optimality of Bold Play for Primitive Casinos in the Presence of Inflation2005-08-25Paper
Drift rate control of a Brownian processing system2005-07-13Paper
A model for stock price fluctuations based on information2005-05-11Paper
A matrix variance inequality2005-02-22Paper
A bold strategy is not always optimal in the presence of inflation2004-09-24Paper
A one-dimensional Poisson growth model with non-overlapping intervals.2004-09-22Paper
https://portal.mardi4nfdi.de/entity/Q44450382004-01-28Paper
https://portal.mardi4nfdi.de/entity/Q44331772003-10-29Paper
https://portal.mardi4nfdi.de/entity/Q45509222003-05-31Paper
https://portal.mardi4nfdi.de/entity/Q45240082003-04-27Paper
https://portal.mardi4nfdi.de/entity/Q47914482003-02-06Paper
The Russian option under conditions of a possible `freezing' of prices2003-02-06Paper
Remarks on the maximum correlation coefficient2002-03-26Paper
Some optimal stopping problems with nontrivial boundaries for pricing exotic options2002-02-28Paper
Option pricing in a world with arbitrage2001-10-21Paper
Fast functional magnetic resonance imaging via prolate wavelets2001-05-31Paper
A conversation with Yuri Vasilyevich Prokhorov2001-02-07Paper
Parking cars with spin but no length2001-01-25Paper
Symmetrization of binary random variables2000-11-19Paper
A surprising Radon transform result and its application to motion detection2000-09-06Paper
https://portal.mardi4nfdi.de/entity/Q44947572000-08-08Paper
Optimal harvesting of stochastically fluctuating populations2000-07-16Paper
https://portal.mardi4nfdi.de/entity/Q49460372000-03-22Paper
Tail hypotheses in the signal plus noise model1999-10-31Paper
Explicit sufficient invariants for an interacting particle system1999-02-02Paper
Why the variance?1998-12-15Paper
A secretary problem with two decision makers1998-11-03Paper
Some linear models are necessarily parametric1998-06-14Paper
An Optimal Acceptance Policy for an Urn Scheme1998-05-11Paper
Bandit problems with infinitely many arms1998-02-22Paper
The discrete Radon transform and its approximate inversion via linear programming1998-02-01Paper
Risk vs. profit potential:1997-02-27Paper
Hiring and firing optimally in a large corporation1997-02-27Paper
Optimal tracking of brownian motion1997-02-04Paper
https://portal.mardi4nfdi.de/entity/Q56915551997-01-29Paper
https://portal.mardi4nfdi.de/entity/Q48860331996-08-22Paper
https://portal.mardi4nfdi.de/entity/Q48664001996-07-04Paper
The Complex Zeros of Random Polynomials1996-04-24Paper
https://portal.mardi4nfdi.de/entity/Q48455991996-01-15Paper
https://portal.mardi4nfdi.de/entity/Q43154791995-02-26Paper
Characterization of probability distributions by absolute moments of partial sums1995-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42749051994-11-29Paper
https://portal.mardi4nfdi.de/entity/Q43134081994-11-17Paper
Monotone Optimal Multipartitions Using Schur Convexity with Respect to Partial Orders1994-08-14Paper
A note on the conditional distribution of \(X\) when \(| X-y|\) is given1994-07-05Paper
Inequalities and positive-definite functions arising from a problem in multidimensional scaling1994-06-29Paper
The Russian option: Reduced regret1994-03-17Paper
https://portal.mardi4nfdi.de/entity/Q33642591994-01-01Paper
https://portal.mardi4nfdi.de/entity/Q31391021993-11-11Paper
The Sperner capacity of linear and nonlinear codes for the cyclic triangle1993-10-13Paper
A note on conditional exponential moments and Onsager-Machlup functionals1993-01-16Paper
Sets uniquely determined by projections on axes. II: Discrete case1992-06-28Paper
On the FKB conjecture for disjoint intersections1992-06-28Paper
Existence of probability measures with given marginals1992-06-27Paper
https://portal.mardi4nfdi.de/entity/Q39736091992-06-26Paper
On a problem of ammunition rationing1991-01-01Paper
On the properties of a tree-structured server process1991-01-01Paper
Synchronous service on a circle1991-01-01Paper
Sets Uniquely Determined by Projections on Axes I. Continuous Case1990-01-01Paper
Optimal switching between a pair of Brownian motions1990-01-01Paper
Connectedness of certain random graphs1989-01-01Paper
Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation1989-01-01Paper
On the evolution of islands1989-01-01Paper
Tracking a wiener process with a process of finite energy1989-01-01Paper
A probabilistic model for the time to unravel a strand of dna1988-01-01Paper
The match of a random permutation has the FKG property1988-01-01Paper
Self-avoiding random loops1988-01-01Paper
The least variable phase type distribution is erlang1987-01-01Paper
On the number of leaves of a euclidean minimal spanning tree1987-01-01Paper
On the probability of covering the circle by random arcs1987-01-01Paper
A Queueing Analysis of Hashing with Lazy Deletion1987-01-01Paper
Some inequalities concerning random subsets of a set (Corresp.)1987-01-01Paper
Admissibility as a touchstone1987-01-01Paper
On the number of crossings of empirical distribution functions1986-01-01Paper
Optimal Sequential Selection of Secretaries1985-01-01Paper
The set of real numbers left uncovered by random covering intervals1985-01-01Paper
Enumerating pairs of permutations with the same up-down form1985-01-01Paper
A Statistical Model for Positron Emission Tomography1985-01-01Paper
A Stochastic Model of Fragmentation in Dynamic Storage Allocation1985-01-01Paper
The stationary distribution of reflected Brownian motion in a planar region1985-01-01Paper
An inequality conjectured by Hajela and Seymour arising in combinatorial geometry1985-01-01Paper
Component-level redundancy is better than system-level redundancy for channel graphs1985-01-01Paper
A tandem storage system and its diffusion limit1984-01-01Paper
Diffusion, Cell Mobility, and Bandlimited Functions1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33226121983-01-01Paper
A poisson process whose rate is a hidden Markov process1982-01-01Paper
On the integral of the absolute value of the pinned Wiener process1982-01-01Paper
The XYZ conjecture and the FKG inequality1982-01-01Paper
On skew Brownian motion1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33178151981-01-01Paper
Distribution functions invariant under residual-lifetime and length-biased sampling1981-01-01Paper
Some solvable stochastic control problemst1980-01-01Paper
The FKG Inequality and Some Monotonicity Properties of Partial Orders1980-01-01Paper
On Prediction of Moving-Average Processes1980-01-01Paper
The joint density of the maximum and its location for a Wiener process with drift1979-01-01Paper
On the lower tail of Gaussian seminorms1979-01-01Paper
Computerized Tomography: The New Medical X-Ray Technology1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41460971978-01-01Paper
A variational problem for random Young tableaux1977-01-01Paper
Correction to Radon-Nikodym derivatives of Gaussian measures1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41129071977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41240411977-01-01Paper
First-passage time for a particular stationary periodic Gaussian process1976-01-01Paper
Optimal reconstruction of a function from its projections1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40956261975-01-01Paper
A path space picture for Feynman-Kac averages1974-01-01Paper
A birth and death model of neuron firing1974-01-01Paper
On the divergence of certain integrals of the Wiener process1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56813901974-01-01Paper
Limit distributions of self-normalized sums1973-01-01Paper
Covering the circle with random arcs1972-01-01Paper
Covering the line with random intervals1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41582441972-01-01Paper
First Passage Time for a Particular Gaussian Process1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56230051970-01-01Paper
Continuity of Gaussian Processes1970-01-01Paper
Conditions for absolute continuity between a certain pair of probability measures1970-01-01Paper
On the Supremum of $S_n/n$1970-01-01Paper
Explicit Solutions to Some Problems of Optimal Stopping1969-01-01Paper
Binary communication over the Gaussian channel using feedback with a peak energy constraint1969-01-01Paper
Real Zeros of Random Polynomials. II1968-01-01Paper
Real Zeros of Random Polynomials1968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55501821968-01-01Paper
Wiener Integrals Associated with Diffusion Processes1968-01-01Paper
A First Passage Problem for the Wiener Process1967-01-01Paper
On the best finite set of linear observables for discriminating two Gaussian signals1967-01-01Paper
Radon-Nikodym Derivatives of Gaussian Measures1966-01-01Paper
Ordered Cycle Lengths in a Random Permutation1966-01-01Paper
Gaussian measures in function space1966-01-01Paper
Distinguishing a Sequence of Random Variables from a Translate of Itself1965-01-01Paper
An application of group random walk theory to random walks in Euclidean space1965-01-01Paper
The Estimation of Some Determinants of Toeplitz-Type1965-01-01Paper
A Limit Law Concerning Moving Averages1964-01-01Paper
A Local Limit Theorem1964-01-01Paper
Recurrent random walks with arbitrarily large steps1964-01-01Paper
THE SINGULARITY OF GAUSSIAN MEASURES IN FUNCTION SPACE1964-01-01Paper
Symmetric Random Walk1962-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32814461961-01-01Paper
The Double Dixie Cup Problem1960-01-01Paper

Research outcomes over time

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