Expectation inequalities associated with prophet problems1
نویسندگان
چکیده
منابع مشابه
Expectation Inequalities Associated with Prophet Problems
Applications of the original prophet inequalities of Krengel and Sucheston are made to problems of order selection, non-measurable stop rules, look-ahead stop rUles, and iterated maps of random variables. Also, proofs are given of two results of Hill and Hordijk c?ncerning optimal orderings of uniform and exponential d~stributions. §l. INTRODUCTION Universal inequalities comparing the two func
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ژورنال
عنوان ژورنال: Stochastic Analysis and Applications
سال: 1987
ISSN: 0736-2994,1532-9356
DOI: 10.1080/07362998708809118