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math.PR2011
How to Lose with Least Probability
Robert W. Chen, Burton Rosenberg
Two players alternate tossing a biased coin where the probability of getting heads is p. The current player is awarded alpha points for tails and alpha+beta for heads. The first pl…
math.PR2011
On-Line Selection of Alternating Subsequences from a Random Sample
Alessandro Arlotto, Robert W. Chen, Lawrence A. Shepp +1
We consider sequential selection of an alternating subsequence from a sequence of independent, identically distributed, continuous random variables, and we determine the exact asym…