Prophet compared to gambler: Additive inequalities for transforms of sequences of random variables

DOI10.1016/0167-7152(95)00151-4MaRDI QIDQ1126124zbMATH OpenOpenAlexFDO

Authors Frans Boshuizen

Publication date 23 February 1997

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(95)00151-4

zbMATH Keywords

inequalitiesprophet compared to gambler

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

• scientific article; zbMATH DE number 67295 (Why is no real title available?)
• scientific article; zbMATH DE number 1536181 (Why is no real title available?)
• Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables
• Comparisons of stop rule and supremum expectations of i.i.d. random variables
• Martingale Transforms
• Optimal stopping-related inequalities for i.i.d. random variables when the future is discounted
• Prophet compared to gambler: An inequality for transforms of processes
• Stopping Times and Directed Processes
• The maximal variation of a bounded martingale

Cited in

(3)

• scientific article; zbMATH DE number 1536181 (Why is no real title available?)
• Prophet compared to gambler: An inequality for transforms of processes
• A prophet inequality for \(L^p\)-bounded dependent random variables

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