Prophet inequalities for dependent random variables

Prelegent(ci)

Adam Osękowski

Afiliacja

Uniwersytet Warszawski

Termin

9 maja 2013 12:15

Pokój

p. 3260

Seminarium

Seminarium Zakładu Rachunku Prawdopodobieństwa

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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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