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Prophet region for independent random variables with a discount factor

โœ Scribed by Frans Boshuizen

Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
396 KB
Volume
37
Category
Article
ISSN
0047-259X

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โœ Peter Schatte ๐Ÿ“‚ Article ๐Ÿ“… 1981 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 77 KB

Let X be a random variable satisfying for some z =-0. \Ye denote by P ( x ) the distribution function, by f ( t ) the characteristic function of the random variable X and introduce such that l a / -= ~/ 3 because of (1). Further, we use the denotations