Institute of Mathematical Statistics Lecture Notes - Monograph Series

Optimal stopping values and prophet inequalities for some dependent random variables

Yosef Rinott and Ester Samuel-Cahn

Full-text: Open access

Chapter information

Source
Moshe Shaked and Y. L. Tong, eds. Stochastic inequalities: Papers from the AMS-IMS-SIAM Joint Summer Research Conference held in Seattle, Washington, July 1991 (Hayward, CA: Institute of Mathematical Statistics, 1992) , 343-358

Dates
First available in Project Euclid: 7 July 2008

Permanent link to this document
https://projecteuclid.org/euclid.lnms/1215461961

Digital Object Identifier
doi:10.1214/lnms/1215461961

Mathematical Reviews number (MathSciNet)
MR1228074

Zentralblatt MATH identifier
0639.60052

Subjects
Primary: 60G40: Stopping times; optimal stopping problems; gambling theory [See also 62L15, 91A60]

Rights
Copyright © 1992, Institute of Mathematical Statistics

Citation

Rinott, Yosef; Samuel-Cahn, Ester. Optimal stopping values and prophet inequalities for some dependent random variables. Stochastic inequalities, 343--358, Institute of Mathematical Statistics, Hayward, CA, 1992. doi:10.1214/lnms/1215461961. https://projecteuclid.org/euclid.lnms/1215461961


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