Recognising the last record of sequence

DOI10.1080/17442500600893027zbMath1156.60025arXivmath/0602278MaRDI QIDQ3429340

Alexander V. Gnedin

Publication date: 30 March 2007

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0602278

zbMATH Keywords

optimal stopping; best choice problem; stick-breaking; chain records; Poisson paced

Mathematics Subject Classification ID

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

Related Items

Winning Rate in the Full-Information Best-Choice Problem, Random recurrence equations and ruin in a Markov-dependent stochastic economic environment

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