Recognising the Last Record of a Sequence

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dc.creatorGnedin, Alexander
dc.date2006-02-13
dc.date.accessioned2026-07-07T07:03:23Z
dc.date.available2026-07-07T07:03:23Z
dc.descriptionWe study the best-choice problem for processes which generalise the process of records from Poisson-paced i.i.d. observations. Under the assumption that the observer knows distribution of the process and the horizon, we determine the optimal stopping policy and for a parametric family of problems also derive an explicit formula for the maximum probability of recognising the last record.
dc.identifierhttps://arxiv.org/abs/math/0602278
dc.identifierhttp://arxiv.org/abs/math/0602278
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/108951
dc.subjectProbability
dc.subject60G40, 60G70
dc.titleRecognising the Last Record of a Sequence
dc.typetext

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