|
|
|
|
| LEADER |
01000caa a22002652 4500 |
| 001 |
JST00068905X |
| 003 |
DE-627 |
| 005 |
20240619091254.0 |
| 007 |
cr uuu---uuuuu |
| 008 |
150322s1992 xx |||||o 00| ||eng c |
| 024 |
7 |
|
|a 10.2307/1427691
|2 doi
|
| 035 |
|
|
|a (DE-627)JST00068905X
|
| 035 |
|
|
|a (JST)1427691
|
| 040 |
|
|
|a DE-627
|b ger
|c DE-627
|e rakwb
|
| 041 |
|
|
|a eng
|
| 084 |
|
|
|a 60G55
|2 MSC
|
| 084 |
|
|
|a 60F05
|2 MSC
|
| 084 |
|
|
|a 60G40
|2 MSC
|
| 084 |
|
|
|a 60G70
|2 MSC
|
| 084 |
|
|
|a 62L15
|2 MSC
|
| 100 |
1 |
|
|a Kennedy, Douglas P.
|e verfasserin
|4 aut
|
| 245 |
1 |
0 |
|a Limit Theorems for Suprema, Threshold-Stopped Random Variables and Last Exits of i.i.d. Random Variables with Costs and Discounting, with Applications to Optimal Stopping
|
| 264 |
|
1 |
|c 1992
|
| 336 |
|
|
|a Text
|b txt
|2 rdacontent
|
| 337 |
|
|
|a Computermedien
|b c
|2 rdamedia
|
| 338 |
|
|
|a Online-Ressource
|b cr
|2 rdacarrier
|
| 520 |
|
|
|a For linear-cost-adjusted and geometric-discounted infinite sequences of i.i.d. random variables, point process convergence results are proved as the cost or discounting effect diminishes. These process convergence results are combined with continuous-mapping principles to obtain results on joint convergence of suprema and threshold-stopped random variables, and last-exit times and locations. Applications are made to several classical optimal stopping problems in these settings.
|
| 540 |
|
|
|a Copyright 1992 Applied Probability Trust
|
| 650 |
|
4 |
|a Optimal stopping
|
| 650 |
|
4 |
|a Maxima of i.i.d. random variables
|
| 650 |
|
4 |
|a Domains of attraction
|
| 650 |
|
4 |
|a Last-exit times
|
| 650 |
|
4 |
|a Extreme-value theory
|
| 650 |
|
4 |
|a Point processes
|
| 650 |
|
4 |
|a Poisson random measure
|
| 650 |
|
4 |
|a Weak convergence
|
| 650 |
|
4 |
|a Mathematics
|x Pure mathematics
|x Probability theory
|x Random variables
|
| 650 |
|
4 |
|a Applied sciences
|x Computer science
|x Artificial intelligence
|x Machine learning
|x Perceptron convergence procedure
|
| 650 |
|
4 |
|a Mathematics
|x Mathematical expressions
|x Mathematical theorems
|
| 650 |
|
4 |
|a Applied sciences
|x Engineering
|x Automotive engineering
|x Stopping power
|x Stopping distances
|
| 650 |
|
4 |
|a Biological sciences
|x Agriculture
|x Farming
|x Crop production
|x Crop harvesting
|x Manual harvesting
|x Threshing
|
| 650 |
|
4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Descriptive statistics
|x Statistical distributions
|x Distribution functions
|
| 650 |
|
4 |
|a Economics
|x Economic disciplines
|x Financial economics
|x Banking
|x Central banking
|x Federal Reserve System
|x Discounting
|
| 650 |
|
4 |
|a Mathematics
|x Mathematical expressions
|x Mathematical functions
|
| 650 |
|
4 |
|a Mathematics
|x Pure mathematics
|x Geometry
|x Geometric shapes
|x Polytopes
|x Polygons
|x Tetragons
|x Parallelograms
|x Rectangles
|
| 650 |
|
4 |
|a Economics
|x Microeconomics
|x Economic costs and benefits
|x Economic costs
|x Cost efficiency
|
| 655 |
|
4 |
|a research-article
|
| 700 |
1 |
|
|a Kertz, Robert P.
|e verfasserin
|4 aut
|
| 773 |
0 |
8 |
|i Enthalten in
|t Advances in Applied Probability
|d Applied Probability Trust
|g 24(1992), 2, Seite 241-266
|w (DE-627)269247009
|w (DE-600)1474602-5
|x 00018678
|7 nnns
|
| 773 |
1 |
8 |
|g volume:24
|g year:1992
|g number:2
|g pages:241-266
|
| 856 |
4 |
0 |
|u https://www.jstor.org/stable/1427691
|3 Volltext
|
| 856 |
4 |
0 |
|u https://doi.org/10.2307/1427691
|3 Volltext
|
| 912 |
|
|
|a GBV_USEFLAG_A
|
| 912 |
|
|
|a SYSFLAG_A
|
| 912 |
|
|
|a GBV_JST
|
| 912 |
|
|
|a GBV_ILN_11
|
| 912 |
|
|
|a GBV_ILN_20
|
| 912 |
|
|
|a GBV_ILN_22
|
| 912 |
|
|
|a GBV_ILN_24
|
| 912 |
|
|
|a GBV_ILN_31
|
| 912 |
|
|
|a GBV_ILN_39
|
| 912 |
|
|
|a GBV_ILN_40
|
| 912 |
|
|
|a GBV_ILN_60
|
| 912 |
|
|
|a GBV_ILN_62
|
| 912 |
|
|
|a GBV_ILN_63
|
| 912 |
|
|
|a GBV_ILN_65
|
| 912 |
|
|
|a GBV_ILN_69
|
| 912 |
|
|
|a GBV_ILN_70
|
| 912 |
|
|
|a GBV_ILN_90
|
| 912 |
|
|
|a GBV_ILN_100
|
| 912 |
|
|
|a GBV_ILN_110
|
| 912 |
|
|
|a GBV_ILN_285
|
| 912 |
|
|
|a GBV_ILN_374
|
| 912 |
|
|
|a GBV_ILN_702
|
| 912 |
|
|
|a GBV_ILN_2001
|
| 912 |
|
|
|a GBV_ILN_2003
|
| 912 |
|
|
|a GBV_ILN_2005
|
| 912 |
|
|
|a GBV_ILN_2006
|
| 912 |
|
|
|a GBV_ILN_2007
|
| 912 |
|
|
|a GBV_ILN_2008
|
| 912 |
|
|
|a GBV_ILN_2009
|
| 912 |
|
|
|a GBV_ILN_2010
|
| 912 |
|
|
|a GBV_ILN_2011
|
| 912 |
|
|
|a GBV_ILN_2014
|
| 912 |
|
|
|a GBV_ILN_2015
|
| 912 |
|
|
|a GBV_ILN_2018
|
| 912 |
|
|
|a GBV_ILN_2020
|
| 912 |
|
|
|a GBV_ILN_2021
|
| 912 |
|
|
|a GBV_ILN_2026
|
| 912 |
|
|
|a GBV_ILN_2027
|
| 912 |
|
|
|a GBV_ILN_2044
|
| 912 |
|
|
|a GBV_ILN_2050
|
| 912 |
|
|
|a GBV_ILN_2056
|
| 912 |
|
|
|a GBV_ILN_2057
|
| 912 |
|
|
|a GBV_ILN_2061
|
| 912 |
|
|
|a GBV_ILN_2088
|
| 912 |
|
|
|a GBV_ILN_2107
|
| 912 |
|
|
|a GBV_ILN_2110
|
| 912 |
|
|
|a GBV_ILN_2190
|
| 912 |
|
|
|a GBV_ILN_2938
|
| 912 |
|
|
|a GBV_ILN_2947
|
| 912 |
|
|
|a GBV_ILN_2949
|
| 912 |
|
|
|a GBV_ILN_2950
|
| 912 |
|
|
|a GBV_ILN_4012
|
| 912 |
|
|
|a GBV_ILN_4035
|
| 912 |
|
|
|a GBV_ILN_4037
|
| 912 |
|
|
|a GBV_ILN_4046
|
| 912 |
|
|
|a GBV_ILN_4112
|
| 912 |
|
|
|a GBV_ILN_4126
|
| 912 |
|
|
|a GBV_ILN_4242
|
| 912 |
|
|
|a GBV_ILN_4251
|
| 912 |
|
|
|a GBV_ILN_4305
|
| 912 |
|
|
|a GBV_ILN_4306
|
| 912 |
|
|
|a GBV_ILN_4307
|
| 912 |
|
|
|a GBV_ILN_4313
|
| 912 |
|
|
|a GBV_ILN_4322
|
| 912 |
|
|
|a GBV_ILN_4323
|
| 912 |
|
|
|a GBV_ILN_4325
|
| 912 |
|
|
|a GBV_ILN_4335
|
| 912 |
|
|
|a GBV_ILN_4346
|
| 912 |
|
|
|a GBV_ILN_4392
|
| 912 |
|
|
|a GBV_ILN_4393
|
| 912 |
|
|
|a GBV_ILN_4700
|
| 951 |
|
|
|a AR
|
| 952 |
|
|
|d 24
|j 1992
|e 2
|h 241-266
|