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math.PR2022
Random Permutations and Queues
Alexander Gnedin, Dudley Stark
Given a growth rule which sequentially constructs random permutations of increasing degree, the stochastic process version of the rencontre problem asks what is the limiting propor…
math.PR2022
The Last-Success Stopping Problem with Random Observation Times
Alexander Gnedin, Zakaria Derbazi
Suppose independent Bernoulli trials are observed sequentially at random times of a mixed binomial process. The task is to maximise, by using a nonanticipating stopping strateg…