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math.PR2018
Expectation of the Largest bet size in Labouchere System
Yanjun Han, Guanyang Wang
For Labouchere system with winning probability at each coup, we prove that the expectation of the largest bet size under any initial list is finite if , and is i…
math.PR2017
Generalizations of Maximal Inequalities to Arbitrary Selection Rules
Jiantao Jiao, Yanjun Han, Tsachy Weissman
We present a generalization of the maximal inequalities that upper bound the expectation of the maximum of jointly distributed random variables. We control the expectation of a…