A prophet inequality for $$L^p$$ L p -bounded dependent random variables
نویسندگان
چکیده
منابع مشابه
Prophet inequalities for I.I.D. random variables with random arrival times
Suppose X1, X2, . . . are i.i.d. nonnegative random variables with finite expectation, and for each k, Xk is observed at the k-th arrival time Sk of a Poisson process with unit rate which is independent of the sequence {Xk}. For t > 0, comparisons are made between the expected maximum M(t) := E[maxk≥1 Xk I(Sk ≤ t)] and the optimal stopping value V (t) := supτ∈T E[Xτ I(Sτ ≤ t)], where T is the s...
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ژورنال
عنوان ژورنال: Positivity
سال: 2014
ISSN: 1385-1292,1572-9281
DOI: 10.1007/s11117-014-0295-3