Prophet inequalities for dependent random variables

Speaker(s)

Adam Osękowski

Affiliation

Uniwersytet Warszawski

Date

May 9, 2013, 12:15 p.m.

Room

room 3260

Seminar

Seminar of Probability Group

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Prophet inequalities form a class of interesting estimates in the theory of optimal stopping. The purpose of the talk is to establish a new sharp result of this type, concerning arbitrarily-dependent L^p bounded random variables. The proof rests on martingale methods.

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