Search for the maximum of a random walk
Author:
Publisher
Wiley
Subject
Applied Mathematics,Computer Graphics and Computer-Aided Design,General Mathematics,Software
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/rsa.3240060215/fullpdf
Reference22 articles.
1. On the deterministic complexity of searching local maxima;Althöfer;Discrete Appl. Math.,1993
2. Optimal search for a maximum with a sequence of simultaneous function evaluations;Avriel;Manage. Sci.,1966
3. S. Ben-David Proc. 24th ACM Symp. Theory Comp., ACM 1992 390 399
4. On the complexity of search algorithms;Chung;IEEE Trans. Comput.,1992
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2. On Certain Functionals of the Maximum of Brownian Motion and Their Applications;Journal of Statistical Physics;2015-10-01
3. Near-Extreme Statistics of Brownian Motion;Physical Review Letters;2013-12-09
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5. Monte Carlo Algorithms for Finding the Maximum of a Random Walk with Negative Drift;Journal of Applied Probability;2006-03
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