Teoriâ veroâtnostej i ee primeneniâ, Tome 10 (1965) no. 4, pp. 601-613
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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/
@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 -
%0 Journal Article
%A B. I. Grigelionis
%A A. N. Shiryaev
%T Some criterions of “truncatedness” of the optimal stopping moment in sequential analysis
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1965
%P 601-613
%V 10
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_1965_10_4_a0/
%G ru
%F TVP_1965_10_4_a0
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].
