UNIVERSITY OF MIAMI
 


Mathematical Reviews, Zentralblatt MATH (zbMATH)


Papers



1. A note on the Dubins Savage utility of a strategy. (Israel Jour. of Mathematics, Vol. 21, 1975)

2. A finitely additive version of Kolmogorov's law of the iterated logarithm. (Israel Jour. of Mathematics, Vol. 23, 1976).

3. A generalization of a theorem of Chacon. (Pacific Jour. of Mathematics, Vol. 64, 1976)

4. Some inequalities for randomly stopped variables with applications to pointwise convergence. (Z. Wahrscheinlich- keits. verw. Gebiete, Vol. 36, 1976)

5. Subfair discounted "Red and Black" game with a house limit. (Jour. of Applied Probability, Vol. 13, 1976)

6. Some finitely additive versions of the strong law of large numbers. (Israel Jour. of Mathematics, Vol. 24, 1976)

7. A simple proof of a theorem of Chacon. (Proc. Amer. Math. Soc., Vol. 60, 1976)

8. A remark on the strong law of large numbers. (Proc. Amer. Math. Soc., Vol. 61, 1976)

9. On almost sure convergence theorems in a finitely additive setting. (Z. Wahrscheinlichkeits. verw. Gebiete, Vol. 39, 1977)

10. Some non parametric classification rules. (with Hsien E. Lin, Bull. of the Institute of Mathematics, Academia Sinica, Vol. 5, 1977)

11. Subfair primitive casinos with a discount factor. (Z. Wahrscheinlichkeits. verw. Gebiete, Vol. 39, 977)

12. A short proof of a pointwise convergence theorem. (Jour. of the Chinese Statistical Association, Vol. 15, 1977)

13. Subfair "Red and Black" in the presence of inflation. (Z. Wahrscheinlichkeits. verw. Gebiete, Vol. 42, 1978)

14. On the tail probability of a distribution. (Jour. of Multivariate Analysis, Vol. 8, 1978)

15. On fair coin tossing game. (with Alan Zame, Jour. of Multivariate Analysis, Vol. 9, 1979)

16. On discounted primitive casino. (with Alan Zame, Z. Wahrscheinlichkeits. verw. Gebiete, Vol. 49, 1979)

17. On the fluctuations of sums of random variables. (Proc. of Progress and Development of Modern Probability Theory and Statistics, 1980)

18. Optimal strategies in the presence of inflation. (with Alan Zame, Proc. of Progress and Development of Modern Probability Theory and Statistics, 1980)

19. On the finitely additive version of the Glivenko-Cantelli lemma. (Bull. of the Institute of Mathematics, Academia Sinica, Vol. 9, 1981)

20. Fibonacci numbers and stopping times. (with Alan Zame, the Fibonacci Quarterly, Vol. 19, 1981)

21. Another arc sine law. (with Hsien E. Lin and Alan Zame, Sankhya, Series A, Vol. 43, 1981)

22. On the sum of symmetric random variables. (with Larry A. Shepp, the American Statistician, Vol. 37, 1983)

23. On the Glivenko-Cantelli theorem in a finitely additive setting. (with S. Ramakrishnan, Sankhya, Series A, Vol. 45, 1983)

24. On limiting distributions of two random sequences. (with Richard Goodman and Alan Zame, Jour. of Multivariate Analysis, Vol. 14, 1984)

25. On the fair coin tossing process. (with Hsien E. Lin, Jour. of Multivariate Analysis, Vol. 15, 1984)

26. Optimal selection of N random variables under a constraint. (with V. N. Nair, A. M. Odlyzko, L. A. Shepp, and Y. Vardi, Jour. of Applied Probability, Vol. 21, 1984)

27. On the values of an (m,p) urn. (with Frank K. Hwang, Congressus Numerantium, Vol. 41, 1984)

28. Some theorems, counterexamples, and conjectures in multinomial selection theory. (with Frank K. Hwang, Communications in Statistics, Theory and Methods, Vol 13, 1984)

29. A note on the product of symmetric random variables. (with Eric V. Slud, Communications in Statistics, Theory and Methods, Vol. 13, 1984)

30. K-definite group testing and its application to polling in computer networks. (with Frank K. Hwang, Congressus Numerantium, Vol. 48, 1985)

31. Failure distributions of consecutive-k-out-of-n: F systems. (with Frank K. Hwang, IEEE Trans. on Reliability, Vol. R-34, 1985)

32. Least-favorable configurations in the multinomial selection problem: a survey. (with Frank K. Hwang, Amer. Jour. of Mathematical and Management Sciences, Special Volume, 1986)

33. Stronger players win more balanced knockout tournaments. (with Frank K. Hwang, Jour. of Graphs and Combinatorics, Vol. 4, 1987)

34. Random walks on Zn2 . (with Paul Erdos, Jour. of Multivariate Analysis, Vol. 18, 1988)

35. A Circular Property of the Occurrence of Sequence Patterns in the Fair Coin Tossing Process. (Advances in Applied Probability, Vol. 21, 1989)

36. Synchronous Service on A Circle. (with Larry A. Shepp Advances in Applied Probability, Vol. 28, 1991)

37. An Urn Model with Some Applications. (with Alan Zame, Soochow Journal of Mathematics, March 1992)

38. Consecutive 2-out-of-n: F System with Nodes and Links Failure. (with Winnie Li and Frank K Hwang, IEEE Trans. on Reliability, September 1993)

39. Some Monotone Almost Balanced Knockout Tournament Plans. with Frank Hwang, Y.C. Yao, Alan Zame, Journal of Probability in Engineering and Informational Science, Vol. 7, 1993)

40. A Reversible Model for Consecutive-2-out-of-n: F Systems with Node and Link Failures (with Frank Hwang, Winnie Li, Journal of Probability in Engineering and Informational Science, Vol. 8, 1994)

41. A Note on a Probabilistic Game. (with Lester H. Chen and Larry A. Shepp. Soochow Journal of Mathematics, Vol. 20, 1994)

42. A Note on the Distribution of Occurrences of a Pattern in a String. (with Joanne Hu, Soochow J. of Math., Vol. 21, 1995)

43. Bandit Problems with Infinitely Many Arms (with Donald A Berry, David E. Heath, Larry A. Shepp, and Alan Zame, Annals of Statistics, Vol. 25, 1997)

44. A Secretary Problem with Two Decision Makers. (with Burt Rosenberg and Larry Shepp, Journal of Applied Probability, Vol. 34, 1997)

45. An Optimal Acceptance Policy for an Urn Scheme. (with Andrew Odlyzko, Larry Shepp, and Alan Zame, the SIAM Journal on Discrete Mathematics, Vol. 11, May 1998)

46. Optimal Sequental Allocation problem with Imperfect Feedback Information (with C.T. Mo, S. Wu, & M.C. K. Yang, March, 2001 Journal of Applied Probability)

47. Inferring Model Parameters in Markets with Collars (with Burt Rosenberg and Y.T. Lee, Computational Finance & Its Applications, 2004, pp.167-175)

48. Bold Strategy is not always Optimal in the presence of inflation (with Larry A. Shepp and Alan Zame, June 2004, Journal of Applied Probability)

49. Subfair Primitive Casino in the Presence of Positive Inflation (with Larry A. Shepp, Yi-Ching Yao, Cun-Hui Zhang, March, 2005, Journal of Applied Probability)

50. A Random Version of Shepp?s Urn Scheme (with Chien-Tai Lin, Hsiu-fen Wu, and Alan Zame, June, 2005, SIAM Journal on Discrete Mathematics)

51. Optimal Exercise of Russian Options in the Binomial Model (with Burt Rosenberg, Computational Finance and Its Applications II, 2006, pp171-181)

52. Optimal Strategy for the Vardi Casino with Interest Payments (with Ilie Grigorescu and Larry Shepp, March 2007, Journal of Applied Probability)

53. On the First Occurrence of Strings. (with Burt Rosenberg and Alan Zame, The Electronic Journal of Combinatorics, vol. 16, #R29, 2009)

54. On the first occurrence of complement strings (with Alan Zame, Ying-Chao Hung, and Mayru Chen, Electronic Journal of Combinatorics. vol. 17 #N5, 2010)

55. Maximizing the discounted survival probability in Vardi?s casino (with Larry Shepp and Ilie Grigorescu), Stochastics, August- December, 2011).

56. On-Line Selection of Alternating Subsequences from a Random Sample (with Alessandro Arlotto, Larry Shepp, Michael Steele, Journal of Applied Probability, December, 2011)

57. How to Lose with Least probability (with Burt Rosenberg, Mathematics arXiv, December 2011)

58. On-Line Selection of c-Alternating Subsequences from a Random Sample (with Larry Shepp and Justine Ju-chen Yang, Journal of Probability and Statistics 2013)

59. Optimal Stopping for Shepp?s Urn Scheme with Risk Aversion (, Robert W. Chen, Ilie Grigorescu, Min Kang, Stochastics 2014)

60. Two Interesting Properties of the Exponential Distribution (Robert W. Chen)




Other works, publications and abstracts:


1. A convergence problem of Diaconis. (with A.M. Odlyzko and L.A. Shepp, Bell Labs. Tech. Report, 1986)

2. A proposal for medical malpractice insurance in Florida. (with K.W. Clarkson and R.P.H. Fishe, Law and Economics Center, University of Miami, 1987)

3. Selecting the Least Probable Event of a Multinomial Distribution Using Inverse Sampling. (with Frank K. Hwang and Hsien E. Lin, Bell Labs. Tech Report, 1987)

4. War of Attrition. (with Larry A. Shepp, Alan Zame, Bell Labs. Tech Report 1989)

5. Estimation of the Number of Remaining software Faults with a Redundant System. (with Larry A. Shepp, Dilip Sarkar, Alan Zame, Preprint, 1992)

6. Interleaved Serier F Systems vs Parallel Consecutive 2-out-of-n: F Systems with Node and Link Failures. (with Li-Shya Chen, preprint, 1995)

7. A Secretary Problem. (with Donald A. Berry and Burt Rosenberg, Berry wants to have a better result, then submit it)

8. Some Optimal Strategies for Bandit Problems with Infinitely Many Arms. (with Monique Y. Kuo, need more simulation work, submitted to Annals of the Institute of Statistical Mathematics)




Copyright: 2024 University of Miami. All Rights Reserved.   |   Emergency Information   |   Privacy Statement & Legal Notices