Best Choice from the Planar Poisson Process
نویسنده
چکیده
Various best-choice problems related to the planar homogeneous Poisson process in finite or semi-infinite rectangle are studied. The analysis is largely based on properties of the onedimensional box-area process associated with the sequence of records. We prove a series of distributional identities involving exponential and uniform random variables, and resolve the Petruccelli-Porosinski-Samuels paradox on coincidence of asymptotic values in certain discretetime optimal stopping problems.
منابع مشابه
9 S ep 2 00 2 Best Choice from the Planar Poisson Process
Various best-choice problems related to the planar homogeneous Poisson process in finite or semi-infinite rectangle are studied. The analysis is largely based on properties of the onedimensional box-area process associated with the sequence of records. We prove a series of distributional identities involving exponential and uniform random variables, and resolve the Petruccelli-Porosinski-Samuel...
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