This article is cited in 4 papers

Some criterions of “truncatedness” of the optimal stopping moment in sequential analysis

B. I. Grigelionis^a, A. N. Shiryaev<sup>b

a</sup> Vilnius
^b Moscow

Abstract: 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].

Received: 06.04.1965

 English version: Theory of Probability and its Applications, 1965, 10:4, 541–552

Bibliographic databases:

• 
•