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math.PR2026
Threshold Rules for the Classical Prophet Inequality
Jiechen Zhang
This note records a common threshold/surplus decomposition for single-threshold stopping rules in the classical prophet inequality. The same decomposition is used to certify severa…
math.PR2025
Explicit Universal Bounds for Cumulants via Moments
Jiechen Zhang
We establish explicit, universal, and distribution-free bounds for the -th cumulant, , of a scalar random variable, controlled solely by an -th order absolute moment…