Best Choice from the Planar Poisson Process

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dc.creatorGnedin, Alexander
dc.date2002-09-05
dc.date2002-09-09
dc.date.accessioned2026-07-07T04:50:37Z
dc.date.available2026-07-07T04:50:37Z
dc.descriptionVarious 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 one-dimensional 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 discrete-time optimal stopping problems.
dc.description35 pages
dc.identifierhttps://arxiv.org/abs/math/0209050
dc.identifierhttp://arxiv.org/abs/math/0209050
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/64857
dc.subjectProbability
dc.subject60G40, 60G70
dc.titleBest Choice from the Planar Poisson Process
dc.typetext

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