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December 2014 Monotone case for an extended process
Małgorzata Kuchta, Michał Morayne
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Adv. in Appl. Probab. 46(4): 1106-1125 (December 2014). DOI: 10.1239/aap/1418396245

Abstract

We consider a nonnegative discrete time and bounded horizon process X for which 0 is an absorbing state and extend it by a random variable that is independent of X. We find a sufficient condition for the resulting process to satisfy, after a canonical time rescaling, the hypothesis of the monotone case theorem. If X describes a secretary type search on a poset with one maximal element or if we consider X with no extension then this condition assumes an especially simple log-concavity type form.

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Małgorzata Kuchta. Michał Morayne. "Monotone case for an extended process." Adv. in Appl. Probab. 46 (4) 1106 - 1125, December 2014. https://doi.org/10.1239/aap/1418396245

Information

Published: December 2014
First available in Project Euclid: 12 December 2014

zbMATH: 1305.60026
MathSciNet: MR3290431
Digital Object Identifier: 10.1239/aap/1418396245

Subjects:
Primary: 60G40

Rights: Copyright © 2014 Applied Probability Trust

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Vol.46 • No. 4 • December 2014
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