Prophet inequalities for averages of independent non-negative random variables
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Publication:1083121
DOI10.1007/BF01164017zbMATH Open0604.60042OpenAlexW2091247129MaRDI QIDQ1083121FDOQ1083121
Authors: Theodore P. Hill 
Publication date: 1986
Published in: Mathematische Zeitschrift (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/173746
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Cites Work
- Title not available (Why is that?)
- Optimal stopping of independent random variables and maximizing prophets
- Prophet Inequalities and Order Selection in Optimal Stopping Problems
- Ratio comparisons of supremum and stop rule expectations
- Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables
- Prophet regions and sharp inequalities for pth absolute moments of martingales
- Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality
- Comparisons of stop rule and supremum expectations of i.i.d. random variables
- Comparison of threshold stop rules and maximum for independent nonnegative random variables
- Stop Rule Inequalities for Uniformly Bounded Sequences of Random Variables
- Comparison of stop rule and maximum expectations for finite sequences of exchangeable random variables
Cited In (16)
- A prophet inequality for \(L^2\)-martingales
- Prophet compared to gambler: Additive inequalities for transforms of sequences of random variables
- A prophet inequality for \(L^p\)-bounded dependent random variables
- Correction to ``Prophet inequalities for averages of independent non-negative random variables
- Prophet inequalities for products of non–negative random variables
- Comparison of threshold stop rules and maximum for independent nonnegative random variables
- Expectation inequalities associated with prophet problems1
- Extremal distributions for the prophet region in the independent case
- Ratio Prophet Inequalities for the GeneralSn/nProblem
- Title not available (Why is that?)
- A statistical version of prophet inequalities
- Prophet-type inequalities for multi-choice optimal stopping
- Title not available (Why is that?)
- On the prophet inequality for subadditive processes
- Prophet Inequalities for I.I.D. Random Variables with Random Arrival Times
- Maximizing \(E\max _{1\leq k\leq n}S^+_ k/ES^+_ n:\) A prophet inequality for sums of i.i.d. mean zero variates
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