A central limit theorem for the optimal selection process for monotone subsequences of maximum expected length
Publication status
publishedJournal / series
Stochastic Processes and their ApplicationsVolume
Pages
Publisher
ElsevierSubject
Martingales; Normalization; Optimality principle; Online selection; Poisson process; Intensities; Dynkin's theorem; Squared variation; Predictable process; Compensator; Infinitesimal generator; Bracket process; Covariance of processes; Functional Central Limit TheoremNotes
Received 1 July 2003, Accepted 31 October 2003, Available online 30 September 2004.More
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