A central limit theorem for the optimal selection process for monotone subsequences of maximum expected length
- Journal Article
Journal / seriesStochastic Processes and their Applications
SubjectMartingales; 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 Theorem
NotesReceived 1 July 2003, Accepted 31 October 2003, Available online 30 September 2004.
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