STOP RULE AND SUPREMUM COMPARISONS FOR I.I.D. SEQUENCES OF EXPONENTIAL AND UNIFORM RANDOM VARIABLES

DOI10.1081/SAP-100000755zbMath1003.60043MaRDI QIDQ2746364

Martin L. Jones, Ileana Castillo

Publication date: 20 January 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

optimal stopping; inequalities for stochastic process; prophet problems

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60G40: Stopping times; optimal stopping problems; gambling theory

62L15: Optimal stopping in statistics