Moments of Random Sums and Robbins' Problem of Optimal Stopping

DOI10.1239/JAP/1324046028zbMath1250.62041arXiv1107.3315OpenAlexW2952853174MaRDI QIDQ3108485

Alexander V. Gnedin, Aleksander M. Iksanov

Publication date: 4 January 2012

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.3315

zbMATH Keywords

insensitivitysecretary problembest-choice problemfull-history dependenceplanar Poisson processes

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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