Optimal Stopping of Independent Random Variables and Maximizing Prophets

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

estimating the value of e using stopping time random variables

In this paper, we obtain unbiased estimators of e using stopping time random variables and simulation.

متن کامل

Maximizing the Entropy of a Sum of Independent Random Variables

Let X1; : : : ;Xn be n independent, symmetric random variables supported on the interval [-1,1] and let Sn = Pn i=1Xi be their sum. We show that the di erential entropy of Sn is maximized when X1; : : : ;Xn 1 are Bernoulli taking on +1 or -1 with equal probability and Xn is uniformly distributed. This entropy maximization problem is due to Shlomo Shamai [1] who also conjectured the solution1.

متن کامل

Pairwise Independent Random Variables

In this lecture we discuss how to derandomize algorithms. We will see a brute force algorithm (enumeration) for derandomization. We will also see that some random algorithms do not need true randomness. Specifically, we will see an example where only pairwise random bits are needed. Next, we will see how we can generate pairwise random values and how this conservation on the amount of randomnes...

متن کامل

Independent random variables

1 Last two lectures ¯ probability spaces ¯ probability measure ¯ random variables and stochastic processes ¯ distribution functions ¯ independence ¯ conditional probability ¯ memoriless property of geometric and exponential distributions ¯ expectation ¯ conditional expectation (double expectation) ¯ mean-square estimation 1

متن کامل

Conditionally independent random variables

In this paper we investigate the notion of conditional independence and prove several information inequalities for conditionally independent random variables. Keywords— Conditionally independent random variables, common information, rate region.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Probability

سال: 1985

ISSN: 0091-1798

DOI: 10.1214/aop/1176993009