Locating the Maximum of a Simple Random Sequence by Sequential Search

Research output: Contribution to journalLetter

Abstract

Consider a stationary Gaussian process with [FORMULA OMITTED] where 0 [FORMULA OMITTED], and let 0 [FORMULA OMITTED]. It is shown that to locate the maximum of [FORMULA OMITTED] for large N with probability r, roughly – rN log a /log log N observations at sequentially determined locations are both sufficient and necessary.

Original languageEnglish (US)
Pages (from-to)877-881
Number of pages5
JournalIEEE Transactions on Information Theory
Volume33
Issue number6
DOIs
StatePublished - Nov 1987
Externally publishedYes

ASJC Scopus subject areas

  • Computer Science Applications
  • Information Systems
  • Library and Information Sciences
  • Electrical and Electronic Engineering

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