Some criterions of “truncatedness” of the optimal stopping moment in sequential analysis
Teoriâ veroâtnostej i ee primeneniâ, Tome 10 (1965) no. 4, pp. 601-613
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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].
@article{TVP_1965_10_4_a0,
author = {B. I. Grigelionis and A. N. Shiryaev},
title = {Some criterions of {\textquotedblleft}truncatedness{\textquotedblright} of the optimal stopping moment in sequential analysis},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {601--613},
year = {1965},
volume = {10},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1965_10_4_a0/}
}
TY - JOUR AU - B. I. Grigelionis AU - A. N. Shiryaev TI - Some criterions of “truncatedness” of the optimal stopping moment in sequential analysis JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1965 SP - 601 EP - 613 VL - 10 IS - 4 UR - http://geodesic.mathdoc.fr/item/TVP_1965_10_4_a0/ LA - ru ID - TVP_1965_10_4_a0 ER -
B. I. Grigelionis; A. N. Shiryaev. Some criterions of “truncatedness” of the optimal stopping moment in sequential analysis. Teoriâ veroâtnostej i ee primeneniâ, Tome 10 (1965) no. 4, pp. 601-613. http://geodesic.mathdoc.fr/item/TVP_1965_10_4_a0/