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Shepp, Lawrence Alan

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Author ID: shepp.larry-a Recent zbMATH articles by "Shepp, Lawrence Alan"
Published as: Shepp, L.; Shepp, L. A.; Shepp, Larry; Shepp, Larry A.; Shepp, Lawrence; Shepp, Lawrence A.
Homepage: https://statistics.wharton.upenn.edu/profile/shepp/
External Links: MGP · Math-Net.Ru · Wikidata · dblp · GND
Documents Indexed: 175 Publications since 1960, including 3 Books
all top 5

Co-Authors

29 single-authored
12 Mallows, Colin Lingwood
11 Chen, Robert W.
10 Logan, Benjamin F.
8 Shiryaev, Al’bert Nikolaevich
7 Fishburn, Peter Clingerman
7 Reeds, James A.
6 Kagan, Abram Meerovich
5 Ernst, Philip A.
5 Vanderbei, Robert Joseph
5 Zhang, Cun-Hui
4 Ezawa, Hiroshi
4 Harrison, John Michael
4 Klauder, John Rider
4 Landau, Henry Jacob
4 Olkin, Ingram
4 Vardi, Yehuda
3 Beneš, Václav Edvard
3 Doyle, Peter G.
3 Gutmann, Sam
3 Hoffmann-Jørgensen, Jørgen
3 Hwang, Frank Kwangming
3 Kadota, T. T.
3 Yao, Yi-Ching
3 Zame, Alan
2 Braverman, Michael Sh.
2 Coffman, Edward Grady jun.
2 Dembo, Amir
2 Dubins, Lester E.
2 Dudley, Richard Mansfield
2 Glover, Gary H.
2 Grigorescu, Ilie
2 Guo, Xin
2 Itoh, Yoshiaki
2 Lagarias, Jeffrey C.
2 Lindquist, Martin A.
2 Mandelbaum, Avi
2 Marcus, Michael B.
2 Nair, Vijayan N.
2 Odlyzko, Andrew M.
2 Orlitsky, Alon
2 Radner, Roy
2 Slepian, David
2 Steele, J. Michael
2 Wyner, Aaron D.
2 Wyner, Abraham J.
2 Zeitouni, Ofer
2 Ziv, Jacob
1 Aldous, David John
1 Alvarez, Luis H. R.
1 Applegate, David L.
1 Arlotto, Alessandro
1 Assaf, David
1 Ata, Baris
1 Bai, Zhi-Dong
1 Bauman, N.
1 Berry, Donald Arthur
1 Bickel, Peter John
1 Brown, Lawrence David
1 Buja, Andreas
1 Calderbank, Arthur Robert
1 Cao, Jin
1 Chen, Aiyou
1 Chen, Lester H.
1 Cho, Zang-Hee
1 Clarkson, Eric W.
1 Daley, Daryl John
1 DasGupta, Anirban
1 Denny, J. L.
1 Dicker, Lee H.
1 Eddy, William F.
1 Evans, Morgan
1 Farach, Martin
1 Farahmand, Kambiz
1 Fitzsimmons, Patrick J.
1 Flatto, Leopold
1 Foschini, Gerard J.
1 Foster, Dean P.
1 Frankl, Péter
1 Freed, Daniel Stuart
1 Fristedt, Bert E.
1 Fuh, Cheng-Der
1 Gindikin, Simon Grigorevich
1 Graham, Ronald L.
1 Heath, David C.
1 Heath, Susan K.
1 Hinderer, Karl
1 Huffer, Fred W.
1 Ibragimov, Il’dar Abdullovich
1 Kaufman, Linda
1 Keenan, D. Barry
1 Kemperman, Johannes Henricus Bernardus
1 Klass, Michael J.
1 Knessl, Charles
1 Komlós, János
1 Kruskal, Joseph B. jun.
1 Levinson, Stephen E.
1 Li, Wen-Ch’ing Winnie
1 Lloyd, Stuart P.
1 Marzetta, Thomas L.
1 McCabe, Bernard J.
...and 33 more Co-Authors
all top 5

Serials

17 Journal of Applied Probability
12 The Annals of Probability
8 Annals of Mathematical Statistics
6 IEEE Transactions on Information Theory
6 Teoriya Veroyatnosteĭ i eë Primeneniya
4 The Annals of Statistics
4 Transactions of the American Mathematical Society
4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
4 Statistics & Probability Letters
4 The Annals of Applied Probability
3 Advances in Applied Probability
3 American Mathematical Monthly
3 Discrete Mathematics
3 Israel Journal of Mathematics
3 Theory of Probability and its Applications
3 Journal of Statistical Planning and Inference
3 Communications in Statistics. Stochastic Models
3 SIAM Journal on Discrete Mathematics
2 Russian Mathematical Surveys
2 Journal of the American Statistical Association
2 Proceedings of the London Mathematical Society. Third Series
2 SIAM Journal on Computing
2 Journal of Economic Dynamics & Control
2 SIAM Journal on Applied Mathematics
2 Stochastic Processes and their Applications
2 Statistica Sinica
2 Bernoulli
1 Bell System Technical Journal
1 Discrete Applied Mathematics
1 Journal of Mathematical Biology
1 Journal of Statistical Physics
1 Stochastics
1 Advances in Mathematics
1 Annales de l’Institut Fourier
1 Archiv der Mathematik
1 Duke Mathematical Journal
1 Indiana University Mathematics Journal
1 Journal of Multivariate Analysis
1 Mathematics of Operations Research
1 Networks
1 Pacific Journal of Mathematics
1 Proceedings of the American Mathematical Society
1 Sankhyā. Series A. Methods and Techniques
1 Soochow Journal of Mathematics
1 SIAM Journal on Algebraic and Discrete Methods
1 Combinatorica
1 Statistical Science
1 Discrete & Computational Geometry
1 Journal of Theoretical Probability
1 Annals of Operations Research
1 Annals of Physics
1 Proceedings of the National Academy of Sciences of the United States of America
1 Stochastics and Stochastics Reports
1 Journal of Algebraic Combinatorics
1 Zapiski Nauchnykh Seminarov POMI
1 Applied and Computational Harmonic Analysis
1 Obozrenie Prikladnoĭ i Promyshlennoĭ Matematiki
1 International Journal of Mathematics, Game Theory and Algebra
1 Probability in the Engineering and Informational Sciences
1 IEEE Transactions on Image Processing
1 Moscow Mathematical Journal
1 Stochastics
1 Bulletin of the American Mathematical Society
1 Comptes Rendus Hebdomadaires des Séances de l’Académie des Sciences, Paris
1 The IMA Volumes in Mathematics and its Applications
1 Proceedings of Symposia in Applied Mathematics
1 Statistics and Its Interface
1 Journal of Probability and Statistics

Publications by Year

Citations contained in zbMATH

134 Publications have been cited 2,104 times in 1,844 Documents Cited by Year
A variational problem for random Young tableaux. Zbl 0363.62068
Logan, B. F.; Shepp, L. A.
157
1977
A statistical model for positron emission tomography. Zbl 0561.62094
Vardi, Y.; Shepp, L. A.; Kaufman, Linda
101
1985
On skew Brownian motion. Zbl 0462.60076
Harrison, J. M.; Shepp, L. A.
95
1981
Some solvable stochastic control problems. Zbl 0451.93068
Benes, V. E.; Shepp, L. A.; Witsenhausen, H. S.
86
1980
Radon-Nikodym derivatives of Gaussian measures. Zbl 0142.13901
Shepp, L. A.
83
1966
The Russian option: Reduced regret. Zbl 0783.90011
Shepp, Larry; Shiryaev, A. N.
68
1993
Optimal reconstruction of a function from its projections. Zbl 0343.41020
Logan, B. F.; Shepp, L. A.
67
1975
Ordered cycle lengths in a random permutation. Zbl 0156.18705
Shepp, L. A.; Lloyd, S. P.
65
1966
Optimal harvesting of stochastically fluctuating populations. Zbl 0940.92029
Alvarez, Luis H. R.; Shepp, Larry A.
59
1998
Limit distributions of self-normalized sums. Zbl 0272.60016
Logan, B. F.; Mallows, C. L.; Rice, S. O.; Shepp, L. A.
58
1973
On the supremum of a Gaussian process. Zbl 0218.60039
Landau, H. J.; Shepp, L. A.
55
1970
Risk vs. profit potential:. Zbl 0875.90045
Radner, Roy; Shepp, Larry
47
1996
Covering the circle with random arcs. Zbl 0241.60008
Shepp, L. A.
43
1972
The complex zeros of random polynomials. Zbl 0841.30006
Shepp, Larry A.; Vanderbei, Robert J.
38
1995
Computerized tomography: The new medical X-ray technology. Zbl 0381.68079
Shepp, L. A.; Kruskal, J. B.
36
1978
On the lower tail of Gaussian seminorms. Zbl 0424.60041
Hoffmann-Jørgensen, Jørgen; Shepp, L. A.; Dudley, Richard M.
34
1979
The joint density of the maximum and its location for a Wiener process with drift. Zbl 0403.60072
Shepp, L. A.
34
1979
Sample behavior of Gaussian processes. Zbl 0379.60040
Marcus, M. B.; Shepp, L. A.
34
1972
Drift rate control of a Brownian processing system. Zbl 1069.60074
Ata, Bariş; Harrison, J. M.; Shepp, L. A.
31
2005
Covering the line with random intervals. Zbl 0238.60006
Shepp, L. A.
30
1972
Sets uniquely determined by projections on axes. II: Discrete case. Zbl 0752.44002
Fishburn, P. C.; Lagarias, J. C.; Reeds, J. A.; Shepp, L. A.
29
1991
Explicit solutions to some problems of optimal stopping. Zbl 0177.22301
Shepp, L. A.
26
1969
Distinguishing a sequence of random variables from a translate of itself. Zbl 0136.40108
Shepp, L. A.
26
1965
Optimal stopping rules and maximal inequalities for Bessel processes. Zbl 0807.60040
Dubins, L. E.; Shepp, L. A.; Shiryaev, A. N.
25
1993
The least variable phase type distribution is Erlang. Zbl 0635.60086
Aldous, David; Shepp, Larry
24
1987
First passage time for a particular Gaussian process. Zbl 0216.21203
Shepp, L. A.
23
1971
A stochastic model of fragmentation in dynamic storage allocation. Zbl 0605.68021
Coffman, E. G. jun.; Kadota, T. T.; Shepp, L. A.
21
1985
Real zeros of random polynomials. Zbl 0245.60047
Logan, B. F.; Shepp, L. A.
21
1968
The double Dixie cup problem. Zbl 0092.35502
Newman, Donald J.; Shepp, Lawrence
21
1960
Some optimal stopping problems with nontrivial boundaries for pricing exotic options. Zbl 1026.91048
Guo, Xin; Shepp, Larry
20
2001
The discrete Radon transform and its approximate inversion via linear programming. Zbl 0879.68103
Fishburn, Peter; Schwander, Peter; Shepp, Larry; Vanderbei, Robert J.
20
1997
A first passage problem for the Wiener process. Zbl 0178.19402
Shepp, L. A.
20
1967
On the integral of the absolute value of the pinned Wiener process. Zbl 0479.60079
Shepp, L. A.
19
1982
A limit law concerning moving averages. Zbl 0146.39101
Shepp, L. A.
19
1964
A new look at pricing of the “Russian option”. Zbl 0834.60072
Shepp, L. A.; Shiryaev, A. N.
18
1994
The XYZ conjecture and the FKG inequality. Zbl 0484.60010
Shepp, L. A.
18
1982
Continuity of Gaussian processes. Zbl 0209.49201
Marcus, M. B.; Shepp, L. A.
18
1970
Real zeros of random polynomials. II. Zbl 0177.45201
Logan, B. F.; Shepp, L. A.
18
1968
The set of real numbers left uncovered by random covering intervals. Zbl 0564.60008
Fitzsimmons, P. J.; Fristedt, Bert; Shepp, L. A.
16
1985
On the best finite set of linear observables for discriminating two Gaussian signals. Zbl 0153.48704
Kadota, T. T.; Shepp, L. A.
16
1967
Remarks on the maximum correlation coefficient. Zbl 0981.62051
Dembo, Amir; Kagan, Abram; Shepp, Lawrence A.
15
2001
Sets of uniqueness and additivity in integer lattices. Zbl 1105.92332
Fishburn, Peter C.; Shepp, Lawrence A.
15
1999
Inequalities and positive-definite functions arising from a problem in multidimensional scaling. Zbl 0834.62060
Buja, Andreas; Logan, B. F.; Reeds, J. A.; Shepp, L. A.
14
1994
On the number of leaves of a Euclidean minimal spanning tree. Zbl 0639.60014
Steele, J. Michael; Shepp, Lawrence A.; Eddy, William F.
14
1987
The FKG inequality and some monotonicity properties of partial orders. Zbl 0501.06006
Shepp, L. A.
14
1980
A local limit theorem. Zbl 0146.39103
Shepp, L. A.
14
1964
Spherical tomography and spherical integral geometry. Zbl 0807.92012
Gindikin, Simon; Reeds, Jim; Shepp, Larry
13
1994
A path space picture for Feynman-Kac averages. Zbl 0296.60074
Ezawa, H.; Klauder, J. R.; Shepp, L. A.
13
1974
Existence of probability measures with given marginals. Zbl 0739.60001
Gutmann, Sam; Kemperman, J. H. B.; Reeds, J. A.; Shepp, L. A.
12
1991
A birth and death model of neuron firing. Zbl 0279.60082
Logan, B. F.; Shepp, L. A.
12
1974
Conditions for absolute continuity between a certain pair of probability measures. Zbl 0193.44501
Kadota, T. T.; Shepp, L. A.
12
1970
The advantage of capitalism vs. socialism depends on the criterion. Zbl 1121.91068
McKean, H. P.; Shepp, L. A.
10
2005
On the entropy of DNA: Algorithms and measurements based on memory and rapid convergence. Zbl 0846.92009
Farach, Martin; Noordewier, Michiel; Savari, Serap; Shepp, Larry; Wyner, Abraham; Ziv, Jacob
10
1995
Monotone optimal multipartitions using Schur convexity with respect to partial orders. Zbl 0806.90047
Hwang, Frank K.; Rothblum, Uriel G.; Shepp, Larry
9
1993
The Sperner capacity of linear and nonlinear codes for the cyclic triangle. Zbl 0778.94004
Calderbank, A. R.; Frankl, P.; Graham, R. L.; Li, W.-C. W.; Shepp, L. A.
9
1993
Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation. Zbl 0698.62088
Dembo, Amir; Mallows, Colin L.; Shepp, Larry A.
9
1989
A probabilistic model for the time to unravel a strand of DNA. Zbl 0646.92012
Vanderbei, R. J.; Shepp, L. A.
9
1988
A model for stock price fluctuations based on information. Zbl 1061.91032
Shepp, Lawrence
8
2002
A note on conditional exponential moments and Onsager-Machlup functionals. Zbl 0756.60038
Shepp, Larry A.; Zeitouni, Ofer
8
1992
Sets uniquely determined by projections on axes. I: Continuous case. Zbl 0695.44003
Fishburn, P. C.; Lagarias, J. C.; Reeds, J. A.; Shepp, L. A.
8
1990
The stationary distribution of reflected Brownian motion in a planar region. Zbl 0573.60071
Harrison, J. M.; Landau, H. J.; Shepp, L. A.
8
1985
A tandem storage system and its diffusion limit. Zbl 0526.60091
Harrison, J. Michael; Shepp, L. A.
8
1984
On optimality of bold play for primitive casinos in the presence of inflation. Zbl 1137.60323
Chen, Robert W.; Shepp, Larry A.; Yao, Yi-Ching; Zhang, Cun-Hui
7
2005
A matrix variance inequality. Zbl 1058.60013
Olkin, Ingram; Shepp, Larry
7
2005
On the supremum of \(S_ n/n\). Zbl 0226.60067
McCabe, B. J.; Shepp, L. A.
7
1970
Symmetric random walk. Zbl 0201.50102
Shepp, L. A.
7
1962
A new look at the “Russian option”. Zbl 0829.60055
Shepp, L. A.; Shiryaev, A. N.
6
1994
On a problem of ammunition rationing. Zbl 0719.90529
Shepp, Lawrence A.; Simons, Gordon; Yao, Yiching
6
1991
Optimal switching between a pair of Brownian motions. Zbl 0712.60046
Mandelbaum, Avi; Shepp, Larry A.; Vanderbei, Robert J.
6
1990
Connectedness of certain random graphs. Zbl 0733.05058
Shepp, L. A.
6
1989
On the probability of covering the circle by random arcs. Zbl 0623.60018
Huffer, F. W.; Shepp, L. A.
6
1987
Entropy of the sum of independent Bernoulli random variables and of the multinomial distribution. Zbl 0534.60020
Shepp, L. A.; Olkin, I.
6
1981
First-passage time for a particular stationary periodic Gaussian process. Zbl 0335.60028
Shepp, L. A.; Slepian, D.
6
1976
Recurrent random walks with arbitrarily large steps. Zbl 0131.16303
Shepp, L. A.
6
1964
Online selection of alternating subsequences from a random sample. Zbl 1258.90103
Arlotto, Alessandro; Chen, Robert W.; Shepp, Lawrence A.; Steele, J. Michael
5
2011
The necklace process. Zbl 1213.60027
Mallows, Colin; Shepp, Larry
5
2008
A bold strategy is not always optimal in the presence of inflation. Zbl 1057.60036
Chen, Robert W.; Shepp, Larry A.; Zame, Alan
5
2004
Hiring and firing optimally in a large corporation. Zbl 0875.90265
Shepp, Larry; Shiryaev, Albert
5
1996
Stochastic models of queue storage. Zbl 1134.60391
Coffman, E. G. jun.; Flatto, L.; Mitrani, I.; Shepp, L. A.; Knessl, C.
5
1988
On prediction of moving-average processes. Zbl 0438.62073
Shepp, L. A.; Slepian, D.; Wyner, A. D.
5
1980
On the number of fixed pairs in a random instance of the stable marriage problem. Zbl 1151.05002
Pittel, B.; Shepp, L.; Veklerov, E.
4
2007
Optimal strategy for the Vardi casino with interest payments. Zbl 1133.60320
Grigorescu, Ilie; Chen, Robert; Shepp, Larry
4
2007
A one-dimensional Poisson growth model with non-overlapping intervals. Zbl 1047.60006
Daley, D. J.; Mallows, C. L.; Shepp, L. A.
4
2000
Fast functional magnetic resonance imaging via prolate wavelets. Zbl 0962.65121
Shepp, Larry; Zhang, Cun-Hui
4
2000
Bandit problems with infinitely many arms. Zbl 0881.62083
Berry, Donald A.; Chen, Robert W.; Zame, Alan; Heath, David C.; Shepp, Larry A.
4
1997
A dual Russian option for selling short. Zbl 0867.90014
Shepp, L. A.; Shiryaev, A. N.
4
1996
Self-avoiding random loops. Zbl 0673.60076
Dubins, Lester E.; Orlitsky, Alon; Reeds, Jim A.; Shepp, L. A.
4
1988
On the number of crossings of empirical distribution functions. Zbl 0593.60047
Nair, Vijayan N.; Shepp, Lawrence A.; Klass, Michael J.
4
1986
A Poisson process whose rate is a hidden Markov process. Zbl 0485.60069
Freed, D. S.; Shepp, L. A.
4
1982
Gaussian measures in function space. Zbl 0152.16102
Shepp, L. A.
4
1966
The singularity of Gaussian measures in function space. Zbl 0134.14006
Shepp, L. A.
4
1964
Expected number of real zeros of a random polynomial with independent identically distributed symmetric long-tailed coefficients. Zbl 1218.60044
Shepp, L.; Farahmand, K.
3
2011
Bold play and the optimal policy for Vardi’s casino. Zbl 1144.60307
Shepp, Larry
3
2006
The correlation of the maxima of correlated Brownian motions. Zbl 1120.60074
Rogers, L. C. G.; Shepp, Larry
3
2006
Why the variance? Zbl 0907.62062
Kagan, Abram; Shepp, Lawrence A.
3
1998
A queueing analysis of hashing with lazy deletion. Zbl 0626.60101
Morrison, John A.; Shepp, Larry A.; van Wyk, Christopher J.
3
1987
Enumerating pairs of permutations with the same up-down form. Zbl 0566.05004
Mallows, C. L.; Shepp, L. A.
3
1985
On optimal retirement. Zbl 1311.60061
Ernst, Philip A.; Foster, Dean P.; Shepp, Larry A.
2
2014
ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz. Zbl 1161.62027
Clarkson, Eric; Denny, J. L.; Shepp, Larry
2
2009
Strong decomposition of random variables. Zbl 1121.60011
Hoffmann-Jørgensen, Jørgen; Kagan, Abram M.; Pitt, Loren D.; Shepp, Lawrence A.
2
2007
On occupation times of the first and third quadrants for planar Brownian motion. Zbl 1400.60105
Ernst, Philip A.; Shepp, Larry
1
2017
On optimal retirement. Zbl 1311.60061
Ernst, Philip A.; Foster, Dean P.; Shepp, Larry A.
2
2014
Continuous blood glucose monitoring: a Bayes-Hidden Markov approach. Zbl 1417.62308
Dicker, Lee H.; Sun, Tingni; Zhang, Cun-Hui; Keenan, D. Barry; Shepp, Larry
1
2013
Online selection of alternating subsequences from a random sample. Zbl 1258.90103
Arlotto, Alessandro; Chen, Robert W.; Shepp, Lawrence A.; Steele, J. Michael
5
2011
Expected number of real zeros of a random polynomial with independent identically distributed symmetric long-tailed coefficients. Zbl 1218.60044
Shepp, L.; Farahmand, K.
3
2011
ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz. Zbl 1161.62027
Clarkson, Eric; Denny, J. L.; Shepp, Larry
2
2009
The necklace process. Zbl 1213.60027
Mallows, Colin; Shepp, Larry
5
2008
The acquisition and statistical analysis of rapid 3D fMRI data. Zbl 1293.62217
Lindquist, Martin A.; Zhang, Cun-Hui; Glover, Gary; Shepp, Lawrence
1
2008
On the number of fixed pairs in a random instance of the stable marriage problem. Zbl 1151.05002
Pittel, B.; Shepp, L.; Veklerov, E.
4
2007
Optimal strategy for the Vardi casino with interest payments. Zbl 1133.60320
Grigorescu, Ilie; Chen, Robert; Shepp, Larry
4
2007
Strong decomposition of random variables. Zbl 1121.60011
Hoffmann-Jørgensen, Jørgen; Kagan, Abram M.; Pitt, Loren D.; Shepp, Lawrence A.
2
2007
Bold play and the optimal policy for Vardi’s casino. Zbl 1144.60307
Shepp, Larry
3
2006
The correlation of the maxima of correlated Brownian motions. Zbl 1120.60074
Rogers, L. C. G.; Shepp, Larry
3
2006
Several colorful inequalities. Zbl 1153.60012
Olkin, Ingram; Shepp, Larry
2
2006
Drift rate control of a Brownian processing system. Zbl 1069.60074
Ata, Bariş; Harrison, J. M.; Shepp, L. A.
31
2005
The advantage of capitalism vs. socialism depends on the criterion. Zbl 1121.91068
McKean, H. P.; Shepp, L. A.
10
2005
On optimality of bold play for primitive casinos in the presence of inflation. Zbl 1137.60323
Chen, Robert W.; Shepp, Larry A.; Yao, Yi-Ching; Zhang, Cun-Hui
7
2005
A matrix variance inequality. Zbl 1058.60013
Olkin, Ingram; Shepp, Larry
7
2005
B-stability. Zbl 1077.60018
Mallows, Colin; Shepp, Larry
2
2005
A bold strategy is not always optimal in the presence of inflation. Zbl 1057.60036
Chen, Robert W.; Shepp, Larry A.; Zame, Alan
5
2004
Chebyshev polynomials and \(G\)-distributed functions of \(F\)-distributed variables. Zbl 1268.60014
DasGupta, Anirban; Shepp, L.
1
2004
The “point” goalie problem. Zbl 1043.90054
Richardson, Tom; Shepp, Larry
2
2003
Olbers’ paradox, wireless telephones, and Poisson random sets. Is the universe finite? Zbl 1040.83048
Heath, Susan; Shepp, Larry
1
2003
A model for stock price fluctuations based on information. Zbl 1061.91032
Shepp, Lawrence
8
2002
A barrier version of the Russian option. Zbl 1011.91038
Shepp, Larry A.; Shiryaev, Albert N.; Sulem, Agnes
2
2002
Some optimal stopping problems with nontrivial boundaries for pricing exotic options. Zbl 1026.91048
Guo, Xin; Shepp, Larry
20
2001
Remarks on the maximum correlation coefficient. Zbl 0981.62051
Dembo, Amir; Kagan, Abram; Shepp, Lawrence A.
15
2001
The Russian option under conditions of a possible ‘freezing’ of prices. Zbl 1004.91043
Shepp, L. A.; Shiryaev, A. N.
1
2001
A one-dimensional Poisson growth model with non-overlapping intervals. Zbl 1047.60006
Daley, D. J.; Mallows, C. L.; Shepp, L. A.
4
2000
Fast functional magnetic resonance imaging via prolate wavelets. Zbl 0962.65121
Shepp, Larry; Zhang, Cun-Hui
4
2000
Sets of uniqueness and additivity in integer lattices. Zbl 1105.92332
Fishburn, Peter C.; Shepp, Lawrence A.
15
1999
Parking cars with spin but no length. Zbl 0954.60098
Itoh, Yoshiaki; Shepp, Larry
2
1999
Optimal harvesting of stochastically fluctuating populations. Zbl 0940.92029
Alvarez, Luis H. R.; Shepp, Larry A.
59
1998
Why the variance? Zbl 0907.62062
Kagan, Abram; Shepp, Lawrence A.
3
1998
Risk vs. profit-potential; a model for corporate strategy. Zbl 1063.91524
Radner, R.; Shepp, L.
2
1998
An optimal acceptance policy for an urn scheme. Zbl 0912.60060
Chen, Robert W.; Zame, Alan; Odlyzko, Andrew M.; Shepp, Larry A.
2
1998
The discrete Radon transform and its approximate inversion via linear programming. Zbl 0879.68103
Fishburn, Peter; Schwander, Peter; Shepp, Larry; Vanderbei, Robert J.
20
1997
Bandit problems with infinitely many arms. Zbl 0881.62083
Berry, Donald A.; Chen, Robert W.; Zame, Alan; Heath, David C.; Shepp, Larry A.
4
1997
A secretary problem with two decision makers. Zbl 0899.60038
Chen, Robert W.; Rosenberg, Burton; Shepp, Larry A.
2
1997
Risk vs. profit potential:. Zbl 0875.90045
Radner, Roy; Shepp, Larry
47
1996
Hiring and firing optimally in a large corporation. Zbl 0875.90265
Shepp, Larry; Shiryaev, Albert
5
1996
A dual Russian option for selling short. Zbl 0867.90014
Shepp, L. A.; Shiryaev, A. N.
4
1996
The complex zeros of random polynomials. Zbl 0841.30006
Shepp, Larry A.; Vanderbei, Robert J.
38
1995
On the entropy of DNA: Algorithms and measurements based on memory and rapid convergence. Zbl 0846.92009
Farach, Martin; Noordewier, Michiel; Savari, Serap; Shepp, Larry; Wyner, Abraham; Ziv, Jacob
10
1995
Characterization of probability distributions by absolute moments of partial sums. Zbl 0840.62013
Braverman, M. Sh.; Mallows, C. L.; Shepp, L. A.
2
1995
Optimal tracking of Brownian motion. Zbl 0855.93098
Assaf, David; Shepp, Larry; Yao, Yi-Ching
1
1995
A new look at pricing of the “Russian option”. Zbl 0834.60072
Shepp, L. A.; Shiryaev, A. N.
18
1994
Inequalities and positive-definite functions arising from a problem in multidimensional scaling. Zbl 0834.62060
Buja, Andreas; Logan, B. F.; Reeds, J. A.; Shepp, L. A.
14
1994
Spherical tomography and spherical integral geometry. Zbl 0807.92012
Gindikin, Simon; Reeds, Jim; Shepp, Larry
13
1994
A new look at the “Russian option”. Zbl 0829.60055
Shepp, L. A.; Shiryaev, A. N.
6
1994
A note on the conditional distribution of \(X\) when \(| X-y|\) is given. Zbl 0791.62012
Bai, Z. D.; Shepp, Lawrence A.
1
1994
The Russian option: Reduced regret. Zbl 0783.90011
Shepp, Larry; Shiryaev, A. N.
68
1993
Optimal stopping rules and maximal inequalities for Bessel processes. Zbl 0807.60040
Dubins, L. E.; Shepp, L. A.; Shiryaev, A. N.
25
1993
Monotone optimal multipartitions using Schur convexity with respect to partial orders. Zbl 0806.90047
Hwang, Frank K.; Rothblum, Uriel G.; Shepp, Larry
9
1993
The Sperner capacity of linear and nonlinear codes for the cyclic triangle. Zbl 0778.94004
Calderbank, A. R.; Frankl, P.; Graham, R. L.; Li, W.-C. W.; Shepp, L. A.
9
1993
Exponential estimates for convex norms and some applications. Zbl 0793.60059
Shepp, L. A.; Zeitouni, O.
2
1993
A note on conditional exponential moments and Onsager-Machlup functionals. Zbl 0756.60038
Shepp, Larry A.; Zeitouni, Ofer
8
1992
Sets uniquely determined by projections on axes. II: Discrete case. Zbl 0752.44002
Fishburn, P. C.; Lagarias, J. C.; Reeds, J. A.; Shepp, L. A.
29
1991
Existence of probability measures with given marginals. Zbl 0739.60001
Gutmann, Sam; Kemperman, J. H. B.; Reeds, J. A.; Shepp, L. A.
12
1991
On a problem of ammunition rationing. Zbl 0719.90529
Shepp, Lawrence A.; Simons, Gordon; Yao, Yiching
6
1991
On the FKB conjecture for disjoint intersections. Zbl 0742.60105
Fishburn, P. C.; Shepp, L. A.
1
1991
Sets uniquely determined by projections on axes. I: Continuous case. Zbl 0695.44003
Fishburn, P. C.; Lagarias, J. C.; Reeds, J. A.; Shepp, L. A.
8
1990
Optimal switching between a pair of Brownian motions. Zbl 0712.60046
Mandelbaum, Avi; Shepp, Larry A.; Vanderbei, Robert J.
6
1990
Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation. Zbl 0698.62088
Dembo, Amir; Mallows, Colin L.; Shepp, Larry A.
9
1989
Connectedness of certain random graphs. Zbl 0733.05058
Shepp, L. A.
6
1989
On the evolution of islands. Zbl 0685.05037
Doyle, Peter G.; Mallows, Colin; Orlitsky, Alon; Shepp, Larry
1
1989
A probabilistic model for the time to unravel a strand of DNA. Zbl 0646.92012
Vanderbei, R. J.; Shepp, L. A.
9
1988
Stochastic models of queue storage. Zbl 1134.60391
Coffman, E. G. jun.; Flatto, L.; Mitrani, I.; Shepp, L. A.; Knessl, C.
5
1988
Self-avoiding random loops. Zbl 0673.60076
Dubins, Lester E.; Orlitsky, Alon; Reeds, Jim A.; Shepp, L. A.
4
1988
The match of a random permutation has the FKG property. Zbl 0649.60006
Fishburn, Peter C.; Doyle, Peter G.; Shepp, L. A.
1
1988
The least variable phase type distribution is Erlang. Zbl 0635.60086
Aldous, David; Shepp, Larry
24
1987
On the number of leaves of a Euclidean minimal spanning tree. Zbl 0639.60014
Steele, J. Michael; Shepp, Lawrence A.; Eddy, William F.
14
1987
On the probability of covering the circle by random arcs. Zbl 0623.60018
Huffer, F. W.; Shepp, L. A.
6
1987
A queueing analysis of hashing with lazy deletion. Zbl 0626.60101
Morrison, John A.; Shepp, Larry A.; van Wyk, Christopher J.
3
1987
A counterexample to localization for multiple Fourier series. Zbl 0633.42006
Price, John; Shepp, Larry
1
1987
On the number of crossings of empirical distribution functions. Zbl 0593.60047
Nair, Vijayan N.; Shepp, Lawrence A.; Klass, Michael J.
4
1986
A statistical model for positron emission tomography. Zbl 0561.62094
Vardi, Y.; Shepp, L. A.; Kaufman, Linda
101
1985
A stochastic model of fragmentation in dynamic storage allocation. Zbl 0605.68021
Coffman, E. G. jun.; Kadota, T. T.; Shepp, L. A.
21
1985
The set of real numbers left uncovered by random covering intervals. Zbl 0564.60008
Fitzsimmons, P. J.; Fristedt, Bert; Shepp, L. A.
16
1985
The stationary distribution of reflected Brownian motion in a planar region. Zbl 0573.60071
Harrison, J. M.; Landau, H. J.; Shepp, L. A.
8
1985
Enumerating pairs of permutations with the same up-down form. Zbl 0566.05004
Mallows, C. L.; Shepp, L. A.
3
1985
Component-level redundancy is better than system-level redundancy for channel graphs. Zbl 0644.90043
Hwang, F. K.; Shepp, L. A.
1
1985
An inequality conjectured by Hajela and Seymour arising in combinatorial geometry. Zbl 0628.26014
Landau, H. J.; Logan, B. F.; Shepp, L. A.
1
1985
Optimal sequential selection of secretaries. Zbl 0581.90050
Mallows, C. L.; Nair, V. N.; Shepp, L. A.; Vardi, Y.
1
1985
A tandem storage system and its diffusion limit. Zbl 0526.60091
Harrison, J. Michael; Shepp, L. A.
8
1984
Diffusion, cell mobility, and bandlimited functions. Zbl 0563.92005
Landau, H. J.; Logan, B. F.; Shepp, L. A.; Bauman, N.
2
1984
Scope of pure and applied tomography. Zbl 0537.44001
Shepp, L. A.
1
1983
Computed tomography. Lecture notes prepared for the American Mathematical Society Short Course held in Cincinnati, Ohio, January 11-12, 1982. Zbl 0497.00010
Shepp, Lawrence A. (ed.)
1
1983
On the integral of the absolute value of the pinned Wiener process. Zbl 0479.60079
Shepp, L. A.
19
1982
The XYZ conjecture and the FKG inequality. Zbl 0484.60010
Shepp, L. A.
18
1982
A Poisson process whose rate is a hidden Markov process. Zbl 0485.60069
Freed, D. S.; Shepp, L. A.
4
1982
On skew Brownian motion. Zbl 0462.60076
Harrison, J. M.; Shepp, L. A.
95
1981
Entropy of the sum of independent Bernoulli random variables and of the multinomial distribution. Zbl 0534.60020
Shepp, L. A.; Olkin, I.
6
1981
Distribution functions invariant under residual-lifetime and lengthbiased sampling. Zbl 0443.60016
Vardi, Y.; Shepp, L. A.; Logan, B. F.
2
1981
Some solvable stochastic control problems. Zbl 0451.93068
Benes, V. E.; Shepp, L. A.; Witsenhausen, H. S.
86
1980
The FKG inequality and some monotonicity properties of partial orders. Zbl 0501.06006
Shepp, L. A.
14
1980
On prediction of moving-average processes. Zbl 0438.62073
Shepp, L. A.; Slepian, D.; Wyner, A. D.
5
1980
On the lower tail of Gaussian seminorms. Zbl 0424.60041
Hoffmann-Jørgensen, Jørgen; Shepp, L. A.; Dudley, Richard M.
34
1979
The joint density of the maximum and its location for a Wiener process with drift. Zbl 0403.60072
Shepp, L. A.
34
1979
Computerized tomography: The new medical X-ray technology. Zbl 0381.68079
Shepp, L. A.; Kruskal, J. B.
36
1978
...and 34 more Documents
all top 5

Cited by 2,377 Authors

22 Shepp, Lawrence Alan
10 Ismailov, Vugar E.
10 Shao, Qi-Man
9 Alvarez, Luis H. R.
9 Diaconis, Persi Warren
9 Karatzas, Ioannis
9 Knessl, Charles
9 Pitman, Jim William
9 Pittel, Boris G.
9 Śniady, Piotr
9 Vallejo, Ernesto
9 Wang, Yongjin
8 Avram, Florin
8 Borodin, Alexei
8 Dulio, Paolo
8 Farahmand, Kambiz
8 Kerov, Sergei V.
8 Steele, J. Michael
8 Weerasinghe, Ananda P. N.
7 Csörgő, Miklós
7 Fishburn, Peter Clingerman
7 Fulman, Jason E.
7 Gapeev, Pavel V.
7 Liu, Jingchen
7 Liu, Meng
7 Mason, David M.
7 Peskir, Goran
7 Račkauskas, Alfredas Yurgevich
7 Sohn, Eunju
7 Taksar, Michael I.
7 Zervos, Mihail
6 Atkinson, Kendall Eugene
6 Bai, Chuanzhi
6 Bar-Ilan, Avner
6 Bo, Lijun
6 Braumann, Carlos A.
6 Brightwell, Graham R.
6 Brunetti, Sara
6 Burdzy, Krzysztof
6 Burger, Martin
6 Chen, Robert W.
6 Chu, Yuming
6 Hansen, Olaf
6 Marcus, Michael B.
6 Ol’shanskiĭ, Grigoriĭ Iosifovich
6 Quinto, Eric Todd
6 Romik, Dan
6 Rubin, Boris
6 Su, Zhong Gen
6 Vershik, Anatoliĭ Moiseevich
6 Wang, Ke
6 Wang, Qiying
6 Waymire, Edward C.
6 Yang, Xuewei
6 Yao, Yi-Ching
6 Yor, Marc
5 Barral, Julien
5 Budhiraja, Amarjit S.
5 Chen, Lansun
5 Chien, David
5 Georgieva, Irina
5 Grandits, Peter
5 Guo, Xin
5 Ichiba, Tomoyuki
5 Körner, János
5 Li, Wenbo V.
5 Madych, Wally R.
5 Maiorov, Vitaly E.
5 Makasu, Cloud
5 Penrose, Mathew D.
5 Peri, Carla
5 Pistorius, Martijn R.
5 Révész, Pál
5 Song, Shiyu
5 Stadje, Wolfgang
5 Suomala, Ville
5 Tan, Zhongquan
5 Xia, Weifeng
5 Xu, Gongjun
5 Yin, Gang George
4 Albeverio, Sergio A.
4 Aldous, David John
4 Arlotto, Alessandro
4 Borell, Christer
4 Byrne, Charles L.
4 Cai, Shaohong
4 Calvin, James M.
4 Csáki, Endre
4 De Angelis, Tiziano
4 Dołȩga, Maciej
4 Ekström, Erik
4 Flatto, Leopold
4 Gardner, Richard J.
4 Gritzmann, Peter
4 Hall, Peter Gavin
4 Hofreither, Clemens
4 Hora, Akihito
4 Horváth, Lajos
4 Hu, Yaozhong
4 Järvenpää, Maarit
...and 2,277 more Authors
all top 5

Cited in 392 Serials

90 Stochastic Processes and their Applications
63 Statistics & Probability Letters
60 The Annals of Probability
57 The Annals of Applied Probability
41 Journal of Mathematical Analysis and Applications
33 Journal of Applied Probability
33 Journal of Theoretical Probability
32 Transactions of the American Mathematical Society
30 Probability Theory and Related Fields
28 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
24 Journal of Multivariate Analysis
24 Journal of Statistical Planning and Inference
23 Journal of Statistical Physics
21 Advances in Applied Probability
21 Discrete Mathematics
21 Journal of Computational and Applied Mathematics
19 Proceedings of the American Mathematical Society
17 Advances in Applied Mathematics
17 Insurance Mathematics & Economics
17 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
16 Advances in Mathematics
16 The Annals of Statistics
16 Journal of Mathematical Sciences (New York)
16 Bernoulli
14 Discrete Applied Mathematics
14 Israel Journal of Mathematics
14 Journal of Approximation Theory
14 Journal of Economic Dynamics & Control
14 Linear Algebra and its Applications
14 Stochastics
13 Journal of Combinatorial Theory. Series A
13 Stochastic Analysis and Applications
12 Journal of Mathematical Physics
12 Annals of Operations Research
12 Computational Statistics and Data Analysis
12 Stochastic Models
11 Computers & Mathematics with Applications
11 Lithuanian Mathematical Journal
11 Applied Mathematics and Computation
11 Journal of Soviet Mathematics
10 Theoretical Computer Science
10 Queueing Systems
10 Communications in Statistics. Theory and Methods
10 Finance and Stochastics
9 Annals of the Institute of Statistical Mathematics
9 Information Sciences
9 Journal of Functional Analysis
9 Random Structures & Algorithms
9 Bulletin of the American Mathematical Society. New Series
8 Inverse Problems
8 Order
8 Applied Mathematics Letters
8 Methodology and Computing in Applied Probability
7 Communications in Mathematical Physics
7 Mathematical Proceedings of the Cambridge Philosophical Society
7 Theory of Probability and its Applications
7 Applied Mathematics and Optimization
7 Functional Analysis and its Applications
7 Journal of Optimization Theory and Applications
7 SIAM Journal on Control and Optimization
7 Statistical Science
7 European Journal of Operational Research
7 Quantitative Finance
7 Science China. Mathematics
6 Journal of Mathematical Biology
6 Stochastics
6 Automatica
6 Inventiones Mathematicae
6 Sequential Analysis
6 Combinatorics, Probability and Computing
6 Mathematical Problems in Engineering
6 Mathematical Finance
6 International Journal of Theoretical and Applied Finance
6 Statistics and Computing
5 Applicable Analysis
5 Mathematical Biosciences
5 Mathematical Methods in the Applied Sciences
5 Mathematical Notes
5 Mathematics of Computation
5 Duke Mathematical Journal
5 Journal of Algebra
5 Journal of Differential Equations
5 Mathematische Zeitschrift
5 Numerical Functional Analysis and Optimization
5 European Journal of Combinatorics
5 Operations Research Letters
5 Statistics
5 Journal of Complexity
5 Numerical Algorithms
5 Journal of Statistical Computation and Simulation
5 Stochastics and Stochastics Reports
5 Journal of Mathematical Imaging and Vision
5 Journal of Algebraic Combinatorics
5 Applied and Computational Harmonic Analysis
5 Electronic Communications in Probability
5 Comptes Rendus. Mathématique. Académie des Sciences, Paris
5 Proceedings of the Steklov Institute of Mathematics
4 The Canadian Journal of Statistics
4 Communications on Pure and Applied Mathematics
4 Journal of Computational Physics
...and 292 more Serials
all top 5

Cited in 55 Fields

1,101 Probability theory and stochastic processes (60-XX)
312 Statistics (62-XX)
225 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
174 Numerical analysis (65-XX)
172 Combinatorics (05-XX)
155 Systems theory; control (93-XX)
135 Operations research, mathematical programming (90-XX)
105 Biology and other natural sciences (92-XX)
99 Computer science (68-XX)
85 Calculus of variations and optimal control; optimization (49-XX)
72 Information and communication theory, circuits (94-XX)
66 Partial differential equations (35-XX)
63 Statistical mechanics, structure of matter (82-XX)
59 Integral transforms, operational calculus (44-XX)
49 Real functions (26-XX)
48 Measure and integration (28-XX)
45 Group theory and generalizations (20-XX)
41 Functional analysis (46-XX)
38 Linear and multilinear algebra; matrix theory (15-XX)
38 Ordinary differential equations (34-XX)
38 Approximations and expansions (41-XX)
34 Operator theory (47-XX)
31 Number theory (11-XX)
30 Functions of a complex variable (30-XX)
27 Harmonic analysis on Euclidean spaces (42-XX)
27 Convex and discrete geometry (52-XX)
26 Order, lattices, ordered algebraic structures (06-XX)
25 Integral equations (45-XX)
22 Dynamical systems and ergodic theory (37-XX)
19 Special functions (33-XX)
19 Quantum theory (81-XX)
13 Abstract harmonic analysis (43-XX)
10 History and biography (01-XX)
10 Difference and functional equations (39-XX)
10 Global analysis, analysis on manifolds (58-XX)
8 Several complex variables and analytic spaces (32-XX)
7 Algebraic geometry (14-XX)
7 Potential theory (31-XX)
5 Field theory and polynomials (12-XX)
5 Nonassociative rings and algebras (17-XX)
5 Topological groups, Lie groups (22-XX)
5 Differential geometry (53-XX)
4 Mathematical logic and foundations (03-XX)
4 Manifolds and cell complexes (57-XX)
4 Fluid mechanics (76-XX)
4 Geophysics (86-XX)
3 General and overarching topics; collections (00-XX)
2 General topology (54-XX)
2 Algebraic topology (55-XX)
1 Geometry (51-XX)
1 Mechanics of particles and systems (70-XX)
1 Mechanics of deformable solids (74-XX)
1 Optics, electromagnetic theory (78-XX)
1 Astronomy and astrophysics (85-XX)
1 Mathematics education (97-XX)

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