3 papers
math.PR2026
Normal random variables
Teo Banica
This is an advanced introduction to the various types of normal random variables, with most of the needed preliminaries included. We first discuss the probability basics, standard…
stat.ML2023
Optimal Activation of Halting Multi-Armed Bandit Models
Wesley Cowan, Michael N. Katehakis, Sheldon M. Ross
We study new types of dynamic allocation problems the {\sl Halting Bandit} models. As an application, we obtain new proofs for the classic Gittins index decomposition result and re…
math.PR2016
Random Knockout Tournaments
Ilan Adler, Yang Cao, Richard Karp +2
We consider a random knockout tournament among players , in which each match involves two players. The match format is specified by the number of matches played in ea…