## Institute of Mathematical Statistics Lecture Notes - Monograph Series

- Lecture Notes--Monograph Series
- Volume 22, 1992, 343-358

### Optimal stopping values and prophet inequalities for some dependent random variables

Yosef Rinott and Ester Samuel-Cahn

#### Chapter information

**Source***Stochastic inequalities: Papers from the AMS-IMS-SIAM Joint Summer Research Conference held in Seattle, Washington, July 1991* (Hayward, CA: Institute of Mathematical Statistics, 1992)

**Dates**

First available in Project Euclid: 7 July 2008

**Permanent link to this document**

https://projecteuclid.org/euclid.lnms/1215461961

**Digital Object Identifier**

doi:10.1214/lnms/1215461961

**Mathematical Reviews number (MathSciNet)**

MR1228074

**Zentralblatt MATH identifier**

0639.60052

**Subjects**

Primary: 60G40: Stopping times; optimal stopping problems; gambling theory [See also 62L15, 91A60]

**Rights**

Copyright © 1992, Institute of Mathematical Statistics

#### Citation

Rinott, Yosef; Samuel-Cahn, Ester. Optimal stopping values and prophet inequalities for some dependent random variables. Stochastic inequalities, 343--358, Institute of Mathematical Statistics, Hayward, CA, 1992. doi:10.1214/lnms/1215461961. https://projecteuclid.org/euclid.lnms/1215461961