摘要:

A gambler who plays a sequence of games in n different rooms of a gamblehouse recieves as the expected reward the maximum of the optimal stopping values (according to so called threshold stopping rules) of the n sequences. In the case that the games in each room are represented as sequences of independent uniformly bounded random variables, this reward is compared with the expected gain of a ‘prophet’, i.e. the expected supremum of all games. The main theorems obtained here yield known results of Hill, Hill and Kennedy, and Samuel–Cahn as immediate corollaries

ISSN:0736-2994    

DOI:10.1080/07362999008809215

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362999008809216

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

We give a proof for the existence and uniqueness of a strong Markov prockss with continuous sample paths in a region G, which is smooth except for a finite set of points on the boundary by solving the corresponding submartingale problem. An application is given by a three – stage flow system, where the buffers have finite capacities N

ISSN:0736-2994    

DOI:10.1080/07362999008809217

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

For some spatial branching processes with interaction considered as measure–valued processes, convergence to solutions of non–linear macroscopic equation and local equilibrium are proved, without scaling but providing each particle with a small mass ϵ and assuming convergence of the initial distribution when ϵ goes to 0

ISSN:0736-2994    

DOI:10.1080/07362999008809218

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

Letbe a random id algebraic polynomial where {ai} is a sequence of independent identically distributed ( iid ) standard normal random variables. In this paper we have obtained a lower bound for the variance of the number of real zeros .of the random algebraic polynomials Qn(x). We have shown that the bound isfor sufficiently large n. Our estimate istimes that of Maslova (1974). We have also presented a graph and a comparison table illustrating the values of variances

ISSN:0736-2994    

DOI:10.1080/07362999008809219

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

Given the solution (Xt) of a Stochastic Differential System, two situat,ions are considered: computat,ion of Ef(Xt) by a Monte–Carlo method and, in the ergodic case, integration of a functionfw.r.t. the invariant probability law of (Xt) by simulating a simple t,rajectory.

ISSN:0736-2994    

DOI:10.1080/07362999008809220

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362999008809214

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor