71 citations · 137 across the 6 of their papers we have counts for
4 papers · 1 filter
Extreme(ly) mean(ingful): Sequential formation of a quality group
Abba M. Krieger, Moshe Pollak, Ester Samuel-Cahn
The present paper studies the limiting behavior of the average score of a sequentially selected group of items or individuals, the underlying distribution of which, , belongs to…
On the Expectation of the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution
Moshe Pollak, Alexander Tartakovsky
Let {M_n}_{n\ge 0}$ be a nonnegative Markov process with stationary transition probabilities. The quasistationary distributions referred to in this note are of the form Q_A(x) = li…
Select sets: Rank and file
Abba M. Krieger, Moshe Pollak, Ester Samuel-Cahn
In many situations, the decision maker observes items in sequence and needs to determine whether or not to retain a particular item immediately after it is observed. Any decision r…
Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
Moshe Pollak, Alexander G. Tartakovsky
We consider the first exit time of a nonnegative Harris-recurrent Markov process from the interval as . We provide an alternative method of proof of asymptotic…