STOP RULE AND SUPREMUM EXPECTATIONS OF IID RANDOM-VARIABLES - A COMPLETE COMPARISON BY CONJUGATE DUALITY

被引：34
作者：
KERTZ, RP
机构：
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 1986年 / 19卷 / 01期
关键词：
D O I：
10.1016/0047-259X(86)90095-3
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：88 / 112
页数：25
相关论文
共 17 条
[1]  
Arnold V. I, 1989, MATH METHODS CLASSIC, VSecond, DOI DOI 10.1007/978-1-4757-1693-1
[2]  
Chow Y.S., 1971, GREAT EXPECTATIONS T
[3]  
Chung K. L., 1974, PROBABILITY MATH STA, V21
[4]  
Coppel W., 1965, STABILITY ASYMPTOTIC
[5]  
Cox D, COMMUNICATION
[6]  
Hildenbrand W., 1974, CORE EQUILIBRIA LARG
[7]   STOP RULE INEQUALITIES FOR UNIFORMLY BOUNDED SEQUENCES OF RANDOM-VARIABLES [J].
HILL, TP ;
KERTZ, RP .
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1983, 278 (01) :197-207
[8]   PROPHET INEQUALITIES AND ORDER SELECTION IN OPTIMAL STOPPING PROBLEMS [J].
HILL, TP .
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 1983, 88 (01) :131-137
[9]   ADDITIVE COMPARISONS OF STOP RULE AND SUPREMUM EXPECTATIONS OF UNIFORMLY BOUNDED INDEPENDENT RANDOM-VARIABLES [J].
HILL, TP ;
KERTZ, RP .
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 1981, 83 (03) :582-585
[10]   COMPARISONS OF STOP RULE AND SUPREMUM EXPECTATIONS OF IID RANDOM-VARIABLES [J].
HILL, TP ;
KERTZ, RP .
ANNALS OF PROBABILITY, 1982, 10 (02) :336-345
12