Results 1 to 10 of about 161 (92)

A note on randomly stopped sums with zero mean increments

Modern Stochastics: Theory and Applications, 2023
In this paper, the asmptotics is considered for the distribution tail of a randomly stopped sum ${S_{\nu }}={X_{1}}+\cdots +{X_{\nu }}$ of independent identically distributed consistently varying random variables with zero mean, where ν is a counting ...
Remigijus Leipus, Jonas Šiaulys
doaj   +1 more source

Sequential selection of the k best out of nrankable objects [PDF]

Discrete Mathematics & Theoretical Computer Science, 2016
The objective of this paper is to find in a setting of n sequential observations of objects a good online policy to select the k bestof these n uniquely rankable objects.
F. Thomas Bruss, Guy Louchard
doaj   +1 more source

A note on exponentially bounded stopping times of certain one‐sample sequential rank order tests

International Journal of Mathematics and Mathematical Sciences, Volume 8, Issue 3, Page 549-554, 1985., 1985
A simple proof of the exponential boundedness of the stopping time of the one‐sample sequential probability ratio tests (SPRT′s) is obtained.
Z. Govindarajulu
wiley   +1 more source

A note on dilations and martingales

, 1993
International Journal of Mathematics and Mathematical Sciences, Volume 16, Issue 4, Page 825-827, 1993.
Martin L. Jones
wiley   +1 more source

Some aspects of statistical causality

Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica
Causal thinking is deeply embedded in scientific understanding of the problems of applied statistics. This can not always be done by experiments and the researcher is restricted to observing the system he wants to describe.
Petrović Ljiljana
doaj   +1 more source

A chain binomial epidemic with asymptomatics motivated by COVID-19 modelling. [PDF]

J Math Biol, 2021
Lefèvre C, Picard P, Simon M, Utev S.
europepmc   +1 more source

The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach. [PDF]

Probab Theory Relat Fields, 2019
Cox AMG, Obłój J, Touzi N.
europepmc   +1 more source

Stopper vs. Singular Controller Games With Degenerate Diffusions. [PDF]

Appl Math Optim
Bovo A, De Angelis T, Palczewski J.
europepmc   +1 more source

Strategy Complexity of Reachability in Countable Stochastic 2-Player Games. [PDF]

Dyn Games Appl
Kiefer S, Mayr R, Shirmohammadi M, Totzke P.   +3 more
europepmc   +1 more source