Optimal Stopping and Best Constants for Doob-like Inequalities I: The Case $p = 1$
نویسندگان
چکیده
منابع مشابه
Optimal Stopping Constants
k) , t h e n t h e o p t i m a l s t r a t e g y i s t o r e j e c t t h e fi r s t m − 1 a p p l i c a n t s a n d a c c e p t t h e n e x t c a n d i d a t e , w h e r 1 ] c a l c u l a t e d t h e a s y m p t o t i c p r o b a b i l i t y o f s u c c e s s t o b e [ 1 2 ,
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1991
ISSN: 0091-1798
DOI: 10.1214/aop/1176990237