Arrêt par régions de { S 𝐧 / | 𝐧 | , 𝐧 ∈ ℕ 2 }

Michel Ledoux

Séminaire de probabilités de Strasbourg (1983)

  • Volume: 17, page 384-397

How to cite

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Ledoux, Michel. "Arrêt par régions de $\lbrace S_{\bf n} / |{\bf n}| , {\bf n} \in \mathbb {N}^2\rbrace $." Séminaire de probabilités de Strasbourg 17 (1983): 384-397. <http://eudml.org/doc/113456>.

@article{Ledoux1983,
author = {Ledoux, Michel},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stopping region; optimal stopping},
language = {fre},
pages = {384-397},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Arrêt par régions de $\lbrace S_\{\bf n\} / |\{\bf n\}| , \{\bf n\} \in \mathbb \{N\}^2\rbrace $},
url = {http://eudml.org/doc/113456},
volume = {17},
year = {1983},
}

TY - JOUR
AU - Ledoux, Michel
TI - Arrêt par régions de $\lbrace S_{\bf n} / |{\bf n}| , {\bf n} \in \mathbb {N}^2\rbrace $
JO - Séminaire de probabilités de Strasbourg
PY - 1983
PB - Springer - Lecture Notes in Mathematics
VL - 17
SP - 384
EP - 397
LA - fre
KW - stopping region; optimal stopping
UR - http://eudml.org/doc/113456
ER -

References

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  1. [1] R. Cairoli, J.-P. Gabriel. Arrêt de certaines suites multiples de variables aléatoires indépendantes. Séminaire de Probabilités XIII . Lecture Notes in Math. 721 , 174-198 (1979). Zbl0417.60057MR544790
  2. [2] Y.S. Chow, H.E. Robbins, H. Teicher. Moments of randomly stopped sums. Ann. Math. Statist.36 , 789-799 (1965). Zbl0134.35601MR178520
  3. [3] B. Davis. Stopping rules for Sn / n and the class LlogL . Z. Wahr. verw. Geb.17 , 147-150 (1971). Zbl0194.50102MR279873
  4. [4] B. Davis. Moments of random walk having infinite variance and the existence of certain optimal stopping rules for Sn / n . Illinois J. Math.17 , 75-81 (1973). Zbl0249.60013MR314110
  5. [5] A. Dvoretzky. Existence and properties of certain optimal stopping rules. Proc. 5th Berkeley Symposium, 441-452 (1967). Zbl0255.60033MR214232
  6. [6] A. Gut. Moments of the maximum of normed partial sums of random variables with multidimensional indices. Z. Wahr. verw. Geb.46 , 205-220 (1979). Zbl0373.60059MR516741
  7. [7] U. Krengel, L. Sucheston. Stopping rules and tactics for processes indexed by a directed set. J. Multivariate Analysis11 , 199-229 (1981). Zbl0461.60059MR618785
  8. [8] B.J. McCabe, L.A. Shepp. On the supremum of Sn / n . Ann. Math Statist.41 , 2166-2168 (1970). Zbl0226.60067MR267627
  9. [9] H.E. Robbins, E. Samuel. An extension of a lemma of Wald. J. Appl. Prob.3 , 272-273 (1966). Zbl0245.60040MR195128
  10. [10] A. Wald. Sequential Analysis. Wiley, New-York (1947). Zbl0029.15805MR20764

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