Extremal processes, secretary problems and the 1/e law

DOI10.2307/3214377MaRDI QIDQ3468385zbMATH OpenOpenAlexWikidataFDO

Authors Dietmar Pfeifer

Publication date 1989

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

Full work available at URL https://doi.org/10.2307/3214377

zbMATH Keywords

non-homogeneous Poisson processesprobability of selecting the best candidaterecord valuesSecretary Problem

Mathematics Subject Classification ID

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

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Cited in

(29)

• A new semigroup technique in Poisson approximation
• On the optimality of multivariate Poisson approximation
• Records in the \(F^ \alpha\)-scheme. I: Martingale properties
• A dependent \(F^ \alpha\)-scheme
• Analysis of heuristic solutions to the best choice problem.
• Opportunity costs in the game of best choice
• Sum the odds to one and stop
• On record indices and record times
• Strong approximation of the number of renewal paced record times
• Asymptotic distributions of records in nonstationary schemes
• A semigroup approach to Poisson approximation with respect to the point metric
• The secretary problem with biased arrival order via a Mallows distribution
• On the use of the Borel-Cantelli lemma in Markov chains
• Best choice from the planar Poisson process
• Lower bounds for Bruss' odds problem with multiple stoppings
• Probability maximizing approach to a secretary problem by random change-point of the distribution law of the observed process
• Recognising the last record of sequence
• scientific article; zbMATH DE number 3896008 (Why is no real title available?)
• Strong Approximations For It-Records And Records In TheF^α-Scheme-A Duality
• Order statistics and exceedances for some models of INID random variables
• Estimation of the parameter of a dynamically selected population for two subclasses of the exponential family
• Limit theorems for record indicators in threshold \(F^\alpha \)-schemes
• Weighted games of best choice
• Number of observations near the maximum in an \(F^{\alpha}\)-scheme
• Extreme(ly) mean(ingful): sequential formation of a quality group
• The secretary problem with non-uniform arrivals via a left-to-right minimum exponentially tilted distribution
• Two measures of efficiency for the secretary problem with multiple items at each rank
• The last-success stopping problem with random observation times
• Minimax-optimal stop rules and distributions in secretary problems

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