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Which Functions of Stopping Times are Stopping Times?
Annals of Probability, 1973 Some functions of stopping times are necessarily stopping times, but others need not be. For example, the sum $\tau_1 + \tau_2$ of two stopping times is, while for stochastic processes in continuous time, the product $\tau_1 \cdot \tau_2$ need not be. Determined here for each positive integer $n$ are those functions $\phi$ for which $\phi(\tau)$ is a ...
Lester E Dubins
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Annals of Probability, 1978 A sufficient condition for the tightness of a sequence of stochastic processes is given in terms of their behavior after stopping times. As an application, the conditions for McLeish's invariance principle for martingales are weakened.
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Stopping Times of Bessel Processes
Annals of Probability, 1987 Let \(X^ x_{\alpha}\) be a Bessel process with parameter \(\alpha\), starting at \(x\geq 0\). \textit{L. Gordon} [Ann. Math. Stat. 43, 1927-1934 (1972; Zbl 0267.60046)] obtained \(L^ p\) inequalities which relate stopping times to stopping places for the case \(\alpha =1\), \(x=0\) and \(p>\). \textit{W. A. Rosenkrantz} and \textit{S.
R Dante Deblassie
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On Asymptotics of Optimal Stopping Times
Mathematics, 2022 We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward.
Hugh N. Entwistle +2 more
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Mathematics, 2023 Financial time series and other human-driven, non-natural processes are known to exhibit fat-tailed outcome distributions. That is, such processes demonstrate a greater tendency for extreme outcomes than the normal distribution or other natural ...
Ralph Vince
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How to stop time stopping [PDF]
Formal Aspects of Computing, 2006 Abstract Zeno-timelocks constitute a challenge for the formal verification of timed automata: they are difficult to detect, and the verification of most properties (e.g., safety) is only correct for timelock-free models. Some time ago, Tripakis proposed a syntactic check on the structure of timed automata: if a certain condition (called ...
Howard Bowman, Rodolfo Gómez 0001
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The Perils of Misspecified Priors and Optional Stopping in Multi-Armed Bandits
Frontiers in Artificial Intelligence, 2021 The connection between optimal stopping times of American Options and multi-armed bandits is the subject of active research. This article investigates the effects of optional stopping in a particular class of multi-armed bandit experiments, which ...
Markus Loecher
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Early Stopping Effectiveness for YOLOv4
Journal of Information Systems Engineering and Business Intelligence, 2022 Background: YOLOv4 is one of the fastest algorithms for object detection. Its methods, i.e., bag of freebies and bag of specials, can prevent overfitting, but this can be combined with early stopping as it could also prevent overfitting.
Afif Rana Muhammad +3 more
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A New Stopping Sight Distance Model and Fuzzy Reliability Analysis Comparison
IEEE Access, 2022 Aiming at the problem that the existing stopping sight distance model is out of sync with the development of the times, this paper puts forward a new stopping sight distance model considering the fuzziness and randomness of design parameters, and deduces
Ya Chen +3 more
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Perpetual American Cancellable Standard Options in Models with Last Passage Times
Algorithms, 2020 We derive explicit solutions to the perpetual American cancellable standard put and call options in an extension of the Black–Merton–Scholes model. It is assumed that the contracts are cancelled at the last hitting times for the underlying asset price ...
Pavel V. Gapeev, Libo Li, Zhuoshu Wu
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