{"title":"泊松过程的序贯选择和首道问题","authors":"A. Gnedin","doi":"10.1214/21-ECP377","DOIUrl":null,"url":null,"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.","PeriodicalId":8470,"journal":{"name":"arXiv: Probability","volume":"33 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2020-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"On sequential selection and a first passage problem for the Poisson process\",\"authors\":\"A. Gnedin\",\"doi\":\"10.1214/21-ECP377\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":8470,\"journal\":{\"name\":\"arXiv: Probability\",\"volume\":\"33 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-07-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv: Probability\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1214/21-ECP377\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv: Probability","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1214/21-ECP377","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
On sequential selection and a first passage problem for the Poisson process
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.