The Structure of the Optimal Stopping Rule in the $S_n/n$ Problem

• 1 August 1972
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 43  (4) , 1110-1121
• https://doi.org/10.1214/aoms/1177692464

Abstract

Keywords

• CORRESPONDENCE PROBLEM
• OPTIMAL STOPPING
• INFINITE DIVISIBILITY
• RANDOM VARIABLE