Locating the maximum of a simple random sequence by sequential search

DOI10.1109/TIT.1987.1057378zbMath0632.62084MaRDI QIDQ3769815

Bruce Hajek

Publication date: 1987

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

stationary Gaussian processsequential searchtwo-phase strategysuccess probabilitiesmaximum of AR(1) processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Sequential statistical methods (62L99)

Related Items (2)

A stochastically quasi-optimal search algorithm for the maximum of the simple random walk ⋮ Search for the maximum of a random walk

This page was built for publication: Locating the maximum of a simple random sequence by sequential search