Concepedia

Stopping Times

A Stopping Time is a random variable that represents a specific instance at which a stochastic process is observed to satisfy a given condition, with the property that the decision to stop by a certain time depends only on the information available up to that time and not on future developments.

841

Publications

39.1K

Citations

1.2K

Authors

590

Institutions

Publications per year

2017–2026

79

Variants

Markov Times

Parents

Children

Publications

841

Procedures for Reacting to a Change in Distribution

G. Lorden · The Annals of Mathematical Statistics · 1971 · 1.4K citations · Full text

, , +12

Optimal Stopping Times for Detecting Changes in Distributions

George V. Moustakides · The Annals of Statistics · 1986 · 1K citations · Full text

, , +12

Automatic early stopping using cross validation: quantifying the criteria

Lutz Prechelt · Neural Networks · 1998 · 984 citations

, , +5

On the ability to inhibit thought and action: General and special theories of an act of control.

Gordon D. Logan, Trisha Van Zandt, Frederick Verbruggen et al. · Psychological Review · 2014 · 875 citations · Full text

, , +13

Great Expectations: The Theory of Optimal Stopping.

Michael Orkin, Y. S. Chow, Herbert Robbins et al. · Journal of the American Statistical Association · 1975 · 713 citations

, , +14

1–5 of 841

Authors

1.2K

  1. SZ
    S. Zacks

    Binghamton University, United States

    12 publications · 342 citations

    12

    h-index

  2. DS
    David Siegmund

    Stanford University, United States

    12 publications · 1.7K citations

    11

    h-index

  3. GP
    Goran Peškir

    Aarhus University, Denmark

    12 publications · 673 citations

    11

    h-index

  4. AN
    Albert N. Shiryaev

    Steklov Mathematical Institute, Russia

    11 publications · 439 citations

    10

    h-index

  5. IK
    Ioannis Karatzas

    Columbia University, United States

    8 publications · 508 citations

    8

    h-index

1–5 of 1.2K

Institutions

590

  1. Columbia University

    New York, United States

    16 h-index

    35 publications

    1.3K citations

  2. Université Paris Cité

    Paris, France

    13 h-index

    16 publications

    739 citations

  3. Binghamton University

    Binghamton, United States

    12 h-index

    12 publications

    347 citations

  4. London School of Economics and Political Science

    London, United Kingdom

    11 h-index

    14 publications

    283 citations

  5. University of California, Berkeley

    Berkeley, United States

    10 h-index

    16 publications

    785 citations

  6. Hebrew University of Jerusalem

    Jerusalem, Israel

    10 h-index

    11 publications

    231 citations

  7. Stanford University

    Stanford, United States

    10 h-index

    14 publications

    291 citations

  8. Johannes Kepler University of Linz

    Linz, Austria

    10 h-index

    15 publications

    533 citations

1–8 of 590

Venues

  1. The Annals of Probability

    60 publications · 3.6K citations

    30

    h-index

  2. Journal of Applied Probability

    JAP · 53 publications · 1.3K citations

    23

    h-index

  3. The Annals of Applied Probability

    26 publications · 1.3K citations

    21

    h-index

  4. Stochastic Processes and their Applications

    40 publications · 1.5K citations

    21

    h-index

  5. The Annals of Mathematical Statistics

    34 publications · 3.8K citations

    20

    h-index

1–5