The Annals of Probability
- Ann. Probab.
- Volume 22, Number 3 (1994), 1588-1595.
A Solution to the Game of Googol
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
Permanent link to this document
http://projecteuclid.org/euclid.aop/1176988613
Digital Object Identifier
doi:10.1214/aop/1176988613
Mathematical Reviews number (MathSciNet)
MR1303655
Zentralblatt MATH identifier
0815.60038
JSTOR
links.jstor.org
Subjects
Primary: 60G40: Stopping times; optimal stopping problems; gambling theory [See also 62L15, 91A60]
Keywords
Googol best-choice problem secretary problem
Citation
Gnedin, Alexander V. A Solution to the Game of Googol. Ann. Probab. 22 (1994), no. 3, 1588--1595. doi:10.1214/aop/1176988613. http://projecteuclid.org/euclid.aop/1176988613.
