The Annals of Probability

A Solution to the Game of Googol

Alexander V. Gnedin

Abstract

For any $n > 2$ we construct an exchangeable sequence of positive continuous random variables, $X_1, \ldots, X_n$, for which, among all stopping rules, $\tau$, based on the $X$'s, $\sup_\tau P\{X_{\tau} = X_1 \vee \cdots \vee X_n\}$ is achieved by a rule based only on the relative ranks of the $X$'s.

Article information

Source
Ann. Probab. Volume 22, Number 3 (1994), 1588-1595.

Dates
First available in Project Euclid: 19 April 2007

http://projecteuclid.org/euclid.aop/1176988613

JSTOR