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

DOI10.1016/0167-7152(95)00151-4zbMATH Open0867.60024OpenAlexW2056555289MaRDI QIDQ1126124FDOQ1126124

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

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zbMATH Keywords

inequalitiesprophet compared to gambler

Mathematics Subject Classification ID

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

Cites Work

• Martingale Transforms
• Title not available (Why is that?)
• The maximal variation of a bounded martingale
• 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
• Prophet compared to gambler: An inequality for transforms of processes
• Optimal stopping-related inequalities for i.i.d. random variables when the future is discounted
• Stopping Times and Directed Processes
• Title not available (Why is that?)

Cited In (3)

• Title not available (Why is that?)
• Prophet compared to gambler: An inequality for transforms of processes
• A prophet inequality for \(L^p\)-bounded dependent random variables

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