|
Teoriya Veroyatnostei i ee Primeneniya, 1965, Volume 10, Issue 4, Pages 601–613
(Mi tvp563)
|
|
|
|
This article is cited in 4 scientific papers (total in 4 papers)
Some criterions of “truncatedness” of the optimal stopping moment in sequential analysis
B. I. Grigelionisa, A. N. Shiryaevb a Vilnius
b Moscow
Abstract:
We consider the following question: when in the problems of sequential analysis there exists such a finite $N$ that $\nu\le N$ with probability 1 where $\nu$ is the optimal stopping moment. Our criterions of truncatedness (theorem 1) generalize the results of S. N. Ray [1].
Received: 06.04.1965
Citation:
B. I. Grigelionis, A. N. Shiryaev, “Some criterions of “truncatedness” of the optimal stopping moment in sequential analysis”, Teor. Veroyatnost. i Primenen., 10:4 (1965), 601–613; Theory Probab. Appl., 10:4 (1965), 541–552
Linking options:
https://www.mathnet.ru/eng/tvp563 https://www.mathnet.ru/eng/tvp/v10/i4/p601
|
Statistics & downloads: |
Abstract page: | 235 | Full-text PDF : | 97 | First page: | 1 |
|