On the local time density of the reflecting Brownian bridge.
The number of inversions in permutations: A saddle point approach.
Tail estimates for the Brownian excursion area and other Brownian areas.
Probabilistic analysis of Carlitz compositions.
Recent studies on the Dice Race Problem and its connections
The following type of dice games has been mentioned and/or studied in the literature. Players take turns in rolling a fair die successively, each player accumulating his or her scores as long as the outcome 1 does not occur. If the result 1 turns up, the accumulated score is wiped out, and the turn ends, that is the player gives the die to the next player. At any stage after a roll, the player (she, say) can choose to end her turn and bank her accumulated score. The winner is the first player to...
A refined and asymptotic analysis of optimal stopping problems of Bruss and Weber
The classical secretary problem has been generalized over the years into several directions. In this paper we confine our interest to those generalizations which have to do with the more general problem of stopping on a last observation of a specific kind. The Bruss-Weber problems we consider center around the following model: Let X1;X2;... ;Xn be a sequence of independent and identically distributed random variables which can take three values: {+1;-1; 0}. The goal is to maximize the probability...
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