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math.PR2017
Oscillation criteria for stopping near the top of a random walk
José A. Islas
Consider the problem of maximizing the probability of stopping with one of the two highest values in a Bernoulli random walk with arbitrary parameter and finite time horizon $n…
math.PR2017
A sharp bound for winning within a proportion of the maximum of a sequence
José A. Islas
This note considers a variation of the full-information secretary problem where the random variables to be observed are independent and identically distributed. Consider $X_1,\dots…