Selecting the last consecutive record in a record process
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Publication:3059694
DOI10.1239/aap/1282924061zbMath1229.62106MaRDI QIDQ3059694
Publication date: 26 November 2010
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1282924061
62G32: Statistics of extreme values; tail inference
60G40: Stopping times; optimal stopping problems; gambling theory
62L15: Optimal stopping in statistics
Related Items
Stochastic processes with proportional increments and the last-arrival problem, Connections Between Bernoulli Strings and Random Permutations, On ℓ-overlapping Runs of Ones of Lengthkin Sequences of Independent Binary Random Variables
Cites Work
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- Optimal stopping on patterns in strings generated by independent random variables
- Selecting a sequence of last successes in independent trials
- Counts of Failure Strings in Certain Bernoulli Sequences
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