Details

Autor(en) / Beteiligte

• Kingman, J. F. C.

Titel

Extremal problems for regenerative phenomena

Ist Teil von

• Journal of applied probability, 2004, Vol.41 (A), p.333-346

Erscheinungsjahr

2004

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• This paper explores the possibility of a calculus of variations powerful enough to prove inequalities for the p -functions of regenerative phenomena such as that conjectured by Davidson and proved by Dai. It is shown that this is unlikely to be achieved by compactifying the space of standard p -functions, and a more promising approach is that of working in a compact subspace. The analysis leads to a class of candidate p -functions which contains all the maxima of general functionals.