On sequential selection and a first passage problem for the Poisson process
Probability
2020-07-16 v1
Abstract
This note is motivated by connections between the online and offline problems of selecting a possibly long subsequence from a Poisson-paced sequence of uniform marks under either a monotonicity or a sum constraint. The offline problem with the sum constraint amounts to counting the Poisson arrivals before their total exceeds a certain level. A precise asymptotics for the mean count is obtained by coupling with a nonlinear pure birth process.
Keywords
Cite
@article{arxiv.2007.07850,
title = {On sequential selection and a first passage problem for the Poisson process},
author = {Alexander Gnedin},
journal= {arXiv preprint arXiv:2007.07850},
year = {2020}
}