A nonlinear parking problem

DOI10.1080/07474949508836335zbMath0849.60040OpenAlexW2041860408MaRDI QIDQ4865166

Hans Rudolf Lerche, Michael B. Woodroofe, Robert W. Keener

Publication date: 29 October 1996

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949508836335

zbMATH Keywords

optimal stoppingconvex functionperturbed random walknonlinear renewal theory

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)

Related Items (1)

Local information and the design of sequential hypothesis tests

Cites Work

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• A nonlinear renewal theory
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• On the Characteristics of the General Queueing Process, with Applications to Random Walk
• An optimal property of the repeated significance test
• Paley-type inequalities and convergence rates related to the law of large numbers and extended renewal theory
• Convex Analysis

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