Edit Profile (opens in new tab) Shepp, Lawrence Alan Compute Distance To: Compute Author ID: shepp.larry-a Published as: Shepp, L. A.; Shepp, Larry; Shepp, Larry A.; Shepp, Lawrence A.; Shepp, Lawrence; Shepp, L.; Shepp, Lawrence Alan more...less Homepage: https://statistics.wharton.upenn.edu/profile/shepp/ External Links: MGP · Wikidata · Math-Net.Ru · dblp · GND · IdRef Documents Indexed: 174 Publications since 1960, including 1 Book 2 Contributions as Editor · 2 Further Contributions Biographic References: 1 Publication Co-Authors: 129 Co-Authors with 146 Joint Publications 4,268 Co-Co-Authors all top 5 Co-Authors 30 single-authored 12 Mallows, Colin Lingwood 11 Chen, Robert W. 10 Logan, Benjamin F. 8 Reeds, James A. 8 Shiryaev, Al’bert Nikolaevich 7 Fishburn, Peter Clingerman 6 Kagan, Abram Meerovich 5 Ernst, Philip A. 5 Vanderbei, Robert Joseph 5 Zhang, Cun-Hui 4 Ezawa, Hiroshi 4 Harrison, John Michael 4 Kadota, T. T. 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 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 Arlotto, Alessandro 1 Assaf, David 1 Ata, Baris 1 Bai, Zhi-Dong 1 Bauman, N. 1 Belyaev, Yuriĭ Konstantinovich 1 Berry, Donald Arthur 1 Bickel, Peter John 1 Bode, H. W. 1 Brown, Lawrence David 1 Bucy, Richard S. 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 Ephremides, Anthony 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 Lewis 1 Hanner, Olof 1 Heath, David C. 1 Heath, Susan K. 1 Hinderer, Karl 1 Huffer, Fred W. 1 Ibragimov, Il’dar Abdullovich 1 Kailath, Thomas 1 Kallianpur, Gopinath 1 Kalman, Rudolf Emil 1 Kaufman, Linda 1 Keenan, D. Barry 1 Kemperman, Johannes Henricus Bernardus 1 Klass, Michael J. 1 Knessl, Charles ...and 42 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 Pacific Journal of Mathematics 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 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 all top 5 Fields 105 Probability theory and stochastic processes (60-XX) 30 Statistics (62-XX) 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 16 Operations research, mathematical programming (90-XX) 13 Combinatorics (05-XX) 12 Biology and other natural sciences (92-XX) 9 Information and communication theory, circuits (94-XX) 8 Integral transforms, operational calculus (44-XX) 8 Computer science (68-XX) 5 History and biography (01-XX) 5 Real functions (26-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 5 Numerical analysis (65-XX) 4 Measure and integration (28-XX) 4 Systems theory; control (93-XX) 3 Order, lattices, ordered algebraic structures (06-XX) 3 Functional analysis (46-XX) 3 Convex and discrete geometry (52-XX) 2 General and overarching topics; collections (00-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Integral equations (45-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Differential geometry (53-XX) 2 Mechanics of particles and systems (70-XX) 1 Functions of a complex variable (30-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Relativity and gravitational theory (83-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 139 Publications have been cited 2,349 times in 2,068 Documents Cited by ▼ Year ▼ A variational problem for random Young tableaux. Zbl 0363.62068Logan, B. F.; Shepp, L. A. 182 1977 On skew Brownian motion. Zbl 0462.60076Harrison, J. M.; Shepp, L. A. 115 1981 A statistical model for positron emission tomography. Zbl 0561.62094Vardi, Y.; Shepp, L. A.; Kaufman, Linda 107 1985 Some solvable stochastic control problems. Zbl 0451.93068Benes, V. E.; Shepp, L. A.; Witsenhausen, H. S. 96 1980 Radon-Nikodym derivatives of Gaussian measures. Zbl 0142.13901Shepp, L. A. 86 1966 The Russian option: Reduced regret. Zbl 0783.90011Shepp, Larry; Shiryaev, A. N. 85 1993 Ordered cycle lengths in a random permutation. Zbl 0156.18705Shepp, L. A.; Lloyd, S. P. 77 1966 Optimal harvesting of stochastically fluctuating populations. Zbl 0940.92029Alvarez, Luis H. R.; Shepp, Larry A. 73 1998 Optimal reconstruction of a function from its projections. Zbl 0343.41020Logan, B. F.; Shepp, L. A. 73 1975 Limit distributions of self-normalized sums. Zbl 0272.60016Logan, B. F.; Mallows, C. L.; Rice, S. O.; Shepp, L. A. 61 1973 On the supremum of a Gaussian process. Zbl 0218.60039Landau, H. J.; Shepp, L. A. 61 1970 Risk vs. profit potential:. Zbl 0875.90045Radner, Roy; Shepp, Larry 53 1996 Covering the circle with random arcs. Zbl 0241.60008Shepp, L. A. 47 1972 The complex zeros of random polynomials. Zbl 0841.30006Shepp, Larry A.; Vanderbei, Robert J. 45 1995 The joint density of the maximum and its location for a Wiener process with drift. Zbl 0403.60072Shepp, L. A. 41 1979 On the lower tail of Gaussian seminorms. Zbl 0424.60041Hoffmann-Jørgensen, Jørgen; Shepp, L. A.; Dudley, Richard M. 36 1979 Computerized tomography: The new medical X-ray technology. Zbl 0381.68079Shepp, L. A.; Kruskal, J. B. 35 1978 Drift rate control of a Brownian processing system. Zbl 1069.60074Ata, Bariş; Harrison, J. M.; Shepp, L. A. 34 2005 The least variable phase type distribution is Erlang. Zbl 0635.60086Aldous, David; Shepp, Larry 34 1987 Sets uniquely determined by projections on axes. II: Discrete case. Zbl 0752.44002Fishburn, P. C.; Lagarias, J. C.; Reeds, J. A.; Shepp, L. A. 31 1991 Sample behavior of Gaussian processes. Zbl 0379.60040Marcus, M. B.; Shepp, L. A. 31 1972 Covering the line with random intervals. Zbl 0238.60006Shepp, L. A. 30 1972 Explicit solutions to some problems of optimal stopping. Zbl 0177.22301Shepp, L. A. 29 1969 Optimal stopping rules and maximal inequalities for Bessel processes. Zbl 0807.60040Dubins, L. E.; Shepp, L. A.; Shiryaev, A. N. 28 1993 Some optimal stopping problems with nontrivial boundaries for pricing exotic options. Zbl 1026.91048Guo, Xin; Shepp, Larry 28 2001 The double Dixie cup problem. Zbl 0092.35502Newman, Donald J.; Shepp, Lawrence 27 1960 Distinguishing a sequence of random variables from a translate of itself. Zbl 0136.40108Shepp, L. A. 27 1965 First passage time for a particular Gaussian process. Zbl 0216.21203Shepp, L. A. 27 1971 A stochastic model of fragmentation in dynamic storage allocation. Zbl 0605.68021Coffman, E. G. jun.; Kadota, T. T.; Shepp, L. A. 22 1985 Real zeros of random polynomials. Zbl 0245.60047Logan, B. F.; Shepp, L. A. 22 1968 A limit law concerning moving averages. Zbl 0146.39101Shepp, L. A. 22 1964 A first passage problem for the Wiener process. Zbl 0178.19402Shepp, L. A. 22 1967 The discrete Radon transform and its approximate inversion via linear programming. Zbl 0879.68103Fishburn, Peter; Schwander, Peter; Shepp, Larry; Vanderbei, Robert J. 22 1997 Continuity of Gaussian processes. Zbl 0209.49201Marcus, M. B.; Shepp, L. A. 20 1970 Remarks on the maximum correlation coefficient. Zbl 0981.62051Dembo, Amir; Kagan, Abram; Shepp, Lawrence A. 19 2001 On the integral of the absolute value of the pinned Wiener process. Zbl 0479.60079Shepp, L. A. 19 1982 The XYZ conjecture and the FKG inequality. Zbl 0484.60010Shepp, L. A. 19 1982 Real zeros of random polynomials. II. Zbl 0177.45201Logan, B. F.; Shepp, L. A. 19 1968 A new look at pricing of the “Russian option”. Zbl 0834.60072Shepp, L. A.; Shiryaev, A. N. 18 1994 The set of real numbers left uncovered by random covering intervals. Zbl 0564.60008Fitzsimmons, P. J.; Fristedt, Bert; Shepp, L. A. 18 1985 A local limit theorem. Zbl 0146.39103Shepp, L. A. 17 1964 On the best finite set of linear observables for discriminating two Gaussian signals. Zbl 0153.48704Kadota, T. T.; Shepp, L. A. 17 1967 Inequalities and positive-definite functions arising from a problem in multidimensional scaling. Zbl 0834.62060Buja, Andreas; Logan, B. F.; Reeds, J. A.; Shepp, L. A. 16 1994 Spherical tomography and spherical integral geometry. Zbl 0807.92012Gindikin, Simon; Reeds, Jim; Shepp, Larry 16 1994 Sets of uniqueness and additivity in integer lattices. Zbl 1105.92332Fishburn, Peter C.; Shepp, Lawrence A. 15 1999 The FKG inequality and some monotonicity properties of partial orders. Zbl 0501.06006Shepp, L. A. 15 1980 On the number of leaves of a Euclidean minimal spanning tree. Zbl 0639.60014Steele, J. Michael; Shepp, Lawrence A.; Eddy, William F. 14 1987 A path space picture for Feynman-Kac averages. Zbl 0296.60074Ezawa, H.; Klauder, J. R.; Shepp, L. A. 13 1974 Existence of probability measures with given marginals. Zbl 0739.60001Gutmann, Sam; Kemperman, J. H. B.; Reeds, J. A.; Shepp, L. A. 12 1991 A birth and death model of neuron firing. Zbl 0279.60082Logan, B. F.; Shepp, L. A. 12 1974 Conditions for absolute continuity between a certain pair of probability measures. Zbl 0193.44501Kadota, T. T.; Shepp, L. A. 12 1970 The stationary distribution of reflected Brownian motion in a planar region. Zbl 0573.60071Harrison, J. M.; Landau, H. J.; Shepp, L. A. 11 1985 On the entropy of DNA: Algorithms and measurements based on memory and rapid convergence. Zbl 0846.92009Farach, Martin; Noordewier, Michiel; Savari, Serap; Shepp, Larry; Wyner, Abraham; Ziv, Jacob 11 1995 The advantage of capitalism vs. socialism depends on the criterion. Zbl 1121.91068McKean, H. P.; Shepp, L. A. 11 2005 The Sperner capacity of linear and nonlinear codes for the cyclic triangle. Zbl 0778.94004Calderbank, A. R.; Frankl, P.; Graham, R. L.; Li, W.-C. W.; Shepp, L. A. 9 1993 Monotone optimal multipartitions using Schur convexity with respect to partial orders. Zbl 0806.90047Hwang, Frank K.; Rothblum, Uriel G.; Shepp, Larry 9 1993 A note on conditional exponential moments and Onsager-Machlup functionals. Zbl 0756.60038Shepp, Larry A.; Zeitouni, Ofer 9 1992 A tandem storage system and its diffusion limit. Zbl 0526.60091Harrison, J. Michael; Shepp, L. A. 9 1984 A probabilistic model for the time to unravel a strand of DNA. Zbl 0646.92012Vanderbei, R. J.; Shepp, L. A. 9 1988 Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation. Zbl 0698.62088Dembo, Amir; Mallows, Colin L.; Shepp, Larry A. 9 1989 Entropy of the sum of independent Bernoulli random variables and of the multinomial distribution. Zbl 0534.60020Shepp, L. A.; Olkin, I. 8 1981 A model for stock price fluctuations based on information. Zbl 1061.91032Shepp, Lawrence 8 2002 Sets uniquely determined by projections on axes. I: Continuous case. Zbl 0695.44003Fishburn, P. C.; Lagarias, J. C.; Reeds, J. A.; Shepp, L. A. 8 1990 Symmetric random walk. Zbl 0201.50102Shepp, L. A. 8 1962 First-passage time for a particular stationary periodic Gaussian process. Zbl 0335.60028Shepp, L. A.; Slepian, D. 7 1976 On optimality of bold play for primitive casinos in the presence of inflation. Zbl 1137.60323Chen, Robert W.; Shepp, Larry A.; Yao, Yi-Ching; Zhang, Cun-Hui 7 2005 A matrix variance inequality. Zbl 1058.60013Olkin, Ingram; Shepp, Larry 7 2005 On the supremum of \(S_ n/n\). Zbl 0226.60067McCabe, B. J.; Shepp, L. A. 7 1970 Connectedness of certain random graphs. Zbl 0733.05058Shepp, L. A. 7 1989 A new look at the “Russian option”. Zbl 0829.60055Shepp, L. A.; Shiryaev, A. N. 7 1994 Bandit problems with infinitely many arms. Zbl 0881.62083Berry, Donald A.; Chen, Robert W.; Zame, Alan; Heath, David C.; Shepp, Larry A. 7 1997 The correlation of the maxima of correlated Brownian motions. Zbl 1120.60074Rogers, L. C. G.; Shepp, Larry 6 2006 Online selection of alternating subsequences from a random sample. Zbl 1258.90103Arlotto, Alessandro; Chen, Robert W.; Shepp, Lawrence A.; Steele, J. Michael 6 2011 On the probability of covering the circle by random arcs. Zbl 0623.60018Huffer, F. W.; Shepp, L. A. 6 1987 On the number of fixed pairs in a random instance of the stable marriage problem. Zbl 1151.05002Pittel, B.; Shepp, L.; Veklerov, E. 6 2007 Optimal switching between a pair of Brownian motions. Zbl 0712.60046Mandelbaum, Avi; Shepp, Larry A.; Vanderbei, Robert J. 6 1990 On a problem of ammunition rationing. Zbl 0719.90529Shepp, Lawrence A.; Simons, Gordon; Yao, Yiching 6 1991 Stochastic models of queue storage. Zbl 1134.60391Coffman, E. G. jun.; Flatto, L.; Mitrani, I.; Shepp, L. A.; Knessl, C. 5 1988 A one-dimensional Poisson growth model with non-overlapping intervals. Zbl 1047.60006Daley, D. J.; Mallows, C. L.; Shepp, L. A. 5 2000 A bold strategy is not always optimal in the presence of inflation. Zbl 1057.60036Chen, Robert W.; Shepp, Larry A.; Zame, Alan 5 2004 The necklace process. Zbl 1213.60027Mallows, Colin; Shepp, Larry 5 2008 On prediction of moving-average processes. Zbl 0438.62073Shepp, L. A.; Slepian, D.; Wyner, A. D. 5 1980 A dual Russian option for selling short. Zbl 0867.90014Shepp, L. A.; Shiryaev, A. N. 5 1996 Hiring and firing optimally in a large corporation. Zbl 0875.90265Shepp, Larry; Shiryaev, Albert 5 1996 Fast functional magnetic resonance imaging via prolate wavelets. Zbl 0962.65121Shepp, Larry; Zhang, Cun-Hui 4 2000 Optimal strategy for the Vardi casino with interest payments. Zbl 1133.60320Grigorescu, Ilie; Chen, Robert; Shepp, Larry 4 2007 On the number of crossings of empirical distribution functions. Zbl 0593.60047Nair, Vijayan N.; Shepp, Lawrence A.; Klass, Michael J. 4 1986 A Poisson process whose rate is a hidden Markov process. Zbl 0485.60069Freed, D. S.; Shepp, L. A. 4 1982 Self-avoiding random loops. Zbl 0673.60076Dubins, Lester E.; Orlitsky, Alon; Reeds, Jim A.; Shepp, L. A. 4 1988 The singularity of Gaussian measures in function space. Zbl 0134.14006Shepp, L. A. 4 1964 Gaussian measures in function space. Zbl 0152.16102Shepp, L. A. 4 1966 Expected number of real zeros of a random polynomial with independent identically distributed symmetric long-tailed coefficients. Zbl 1218.60044Shepp, L.; Farahmand, K. 4 2011 Why the variance? Zbl 0907.62062Kagan, Abram; Shepp, Lawrence A. 3 1998 Strong decomposition of random variables. Zbl 1121.60011Hoffmann-Jørgensen, Jørgen; Kagan, Abram M.; Pitt, Loren D.; Shepp, Lawrence A. 3 2007 Enumerating pairs of permutations with the same up-down form. Zbl 0566.05004Mallows, C. L.; Shepp, L. A. 3 1985 A barrier version of the Russian option. Zbl 1011.91038Shepp, Larry A.; Shiryaev, Albert N.; Sulem, Agnes 3 2002 Bold play and the optimal policy for Vardi’s casino. Zbl 1144.60307Shepp, Larry 3 2006 A queueing analysis of hashing with lazy deletion. Zbl 0626.60101Morrison, John A.; Shepp, Larry A.; van Wyk, Christopher J. 3 1987 ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz. Zbl 1161.62027Clarkson, Eric; Denny, J. L.; Shepp, Larry 2 2009 A secretary problem with two decision makers. Zbl 0899.60038Chen, Robert W.; Rosenberg, Burton; Shepp, Larry A. 2 1997 Stationary Gaussian Markov processes as limits of stationary autoregressive time series. Zbl 1358.60056Ernst, Philip A.; Brown, Lawrence D.; Shepp, Larry; Wolpert, Robert L. 2 2017 Yule’s “nonsense correlation” solved! Zbl 1412.60117Ernst, Philip A.; Shepp, Larry A.; Wyner, Abraham J. 2 2017 On occupation times of the first and third quadrants for planar Brownian motion. Zbl 1400.60105Ernst, Philip A.; Shepp, Larry 1 2017 On optimal retirement. Zbl 1311.60061Ernst, Philip A.; Foster, Dean P.; Shepp, Larry A. 2 2014 Continuous blood glucose monitoring: a Bayes-Hidden Markov approach. Zbl 1417.62308Dicker, Lee H.; Sun, Tingni; Zhang, Cun-Hui; Keenan, D. Barry; Shepp, Larry 1 2013 An inequality that subsumes the inequalities of Radon, Bohr, and Shannon. Zbl 1370.26052Olkin, Ingram; Shepp, Larry 1 2013 Online selection of alternating subsequences from a random sample. Zbl 1258.90103Arlotto, Alessandro; Chen, Robert W.; Shepp, Lawrence A.; Steele, J. Michael 6 2011 Expected number of real zeros of a random polynomial with independent identically distributed symmetric long-tailed coefficients. Zbl 1218.60044Shepp, L.; Farahmand, K. 4 2011 ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz. Zbl 1161.62027Clarkson, Eric; Denny, J. L.; Shepp, Larry 2 2009 The necklace process. Zbl 1213.60027Mallows, Colin; Shepp, Larry 5 2008 The acquisition and statistical analysis of rapid 3D fMRI data. Zbl 1293.62217Lindquist, 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 1151.05002Pittel, B.; Shepp, L.; Veklerov, E. 6 2007 Optimal strategy for the Vardi casino with interest payments. Zbl 1133.60320Grigorescu, Ilie; Chen, Robert; Shepp, Larry 4 2007 Strong decomposition of random variables. Zbl 1121.60011Hoffmann-Jørgensen, Jørgen; Kagan, Abram M.; Pitt, Loren D.; Shepp, Lawrence A. 3 2007 The correlation of the maxima of correlated Brownian motions. Zbl 1120.60074Rogers, L. C. G.; Shepp, Larry 6 2006 Bold play and the optimal policy for Vardi’s casino. Zbl 1144.60307Shepp, Larry 3 2006 Several colorful inequalities. Zbl 1153.60012Olkin, Ingram; Shepp, Larry 2 2006 Drift rate control of a Brownian processing system. Zbl 1069.60074Ata, Bariş; Harrison, J. M.; Shepp, L. A. 34 2005 The advantage of capitalism vs. socialism depends on the criterion. Zbl 1121.91068McKean, H. P.; Shepp, L. A. 11 2005 On optimality of bold play for primitive casinos in the presence of inflation. Zbl 1137.60323Chen, Robert W.; Shepp, Larry A.; Yao, Yi-Ching; Zhang, Cun-Hui 7 2005 A matrix variance inequality. Zbl 1058.60013Olkin, Ingram; Shepp, Larry 7 2005 B-stability. Zbl 1077.60018Mallows, Colin; Shepp, Larry 2 2005 A bold strategy is not always optimal in the presence of inflation. Zbl 1057.60036Chen, Robert W.; Shepp, Larry A.; Zame, Alan 5 2004 Chebyshev polynomials and \(G\)-distributed functions of \(F\)-distributed variables. Zbl 1268.60014DasGupta, Anirban; Shepp, L. 1 2004 The “point” goalie problem. Zbl 1043.90054Richardson, Tom; Shepp, Larry 2 2003 Olbers’ paradox, wireless telephones, and Poisson random sets. Is the universe finite? Zbl 1040.83048Heath, Susan; Shepp, Larry 1 2003 A model for stock price fluctuations based on information. Zbl 1061.91032Shepp, Lawrence 8 2002 A barrier version of the Russian option. Zbl 1011.91038Shepp, Larry A.; Shiryaev, Albert N.; Sulem, Agnes 3 2002 Some optimal stopping problems with nontrivial boundaries for pricing exotic options. Zbl 1026.91048Guo, Xin; Shepp, Larry 28 2001 Remarks on the maximum correlation coefficient. Zbl 0981.62051Dembo, Amir; Kagan, Abram; Shepp, Lawrence A. 19 2001 The Russian option under conditions of a possible ‘freezing’ of prices. Zbl 1004.91043Shepp, L. A.; Shiryaev, A. N. 1 2001 A one-dimensional Poisson growth model with non-overlapping intervals. Zbl 1047.60006Daley, D. J.; Mallows, C. L.; Shepp, L. A. 5 2000 Fast functional magnetic resonance imaging via prolate wavelets. Zbl 0962.65121Shepp, Larry; Zhang, Cun-Hui 4 2000 Sets of uniqueness and additivity in integer lattices. Zbl 1105.92332Fishburn, Peter C.; Shepp, Lawrence A. 15 1999 Parking cars with spin but no length. Zbl 0954.60098Itoh, Yoshiaki; Shepp, Larry 2 1999 Optimal harvesting of stochastically fluctuating populations. Zbl 0940.92029Alvarez, Luis H. R.; Shepp, Larry A. 73 1998 Why the variance? Zbl 0907.62062Kagan, Abram; Shepp, Lawrence A. 3 1998 Risk vs. profit-potential; a model for corporate strategy. Zbl 1063.91524Radner, R.; Shepp, L. 2 1998 An optimal acceptance policy for an urn scheme. Zbl 0912.60060Chen, Robert W.; Zame, Alan; Odlyzko, Andrew M.; Shepp, Larry A. 2 1998 Explicit sufficient invariants for an interacting particle system. Zbl 0916.60084Itoh, Yoshiaki; Mallows, Colin; Shepp, Larry 1 1998 The discrete Radon transform and its approximate inversion via linear programming. Zbl 0879.68103Fishburn, Peter; Schwander, Peter; Shepp, Larry; Vanderbei, Robert J. 22 1997 Bandit problems with infinitely many arms. Zbl 0881.62083Berry, Donald A.; Chen, Robert W.; Zame, Alan; Heath, David C.; Shepp, Larry A. 7 1997 A secretary problem with two decision makers. Zbl 0899.60038Chen, Robert W.; Rosenberg, Burton; Shepp, Larry A. 2 1997 Risk vs. profit potential:. Zbl 0875.90045Radner, Roy; Shepp, Larry 53 1996 A dual Russian option for selling short. Zbl 0867.90014Shepp, L. A.; Shiryaev, A. N. 5 1996 Hiring and firing optimally in a large corporation. Zbl 0875.90265Shepp, Larry; Shiryaev, Albert 5 1996 The complex zeros of random polynomials. Zbl 0841.30006Shepp, Larry A.; Vanderbei, Robert J. 45 1995 On the entropy of DNA: Algorithms and measurements based on memory and rapid convergence. Zbl 0846.92009Farach, Martin; Noordewier, Michiel; Savari, Serap; Shepp, Larry; Wyner, Abraham; Ziv, Jacob 11 1995 Optimal tracking of Brownian motion. Zbl 0855.93098Assaf, David; Shepp, Larry; Yao, Yi-Ching 1 1995 Characterization of probability distributions by absolute moments of partial sums. Zbl 0840.62013Braverman, M. Sh.; Mallows, C. L.; Shepp, L. A. 1 1995 A new look at pricing of the “Russian option”. Zbl 0834.60072Shepp, L. A.; Shiryaev, A. N. 18 1994 Inequalities and positive-definite functions arising from a problem in multidimensional scaling. Zbl 0834.62060Buja, Andreas; Logan, B. F.; Reeds, J. A.; Shepp, L. A. 16 1994 Spherical tomography and spherical integral geometry. Zbl 0807.92012Gindikin, Simon; Reeds, Jim; Shepp, Larry 16 1994 A new look at the “Russian option”. Zbl 0829.60055Shepp, L. A.; Shiryaev, A. N. 7 1994 A note on the conditional distribution of \(X\) when \(| X-y|\) is given. Zbl 0791.62012Bai, Z. D.; Shepp, Lawrence A. 1 1994 The Russian option: Reduced regret. Zbl 0783.90011Shepp, Larry; Shiryaev, A. N. 85 1993 Optimal stopping rules and maximal inequalities for Bessel processes. Zbl 0807.60040Dubins, L. E.; Shepp, L. A.; Shiryaev, A. N. 28 1993 The Sperner capacity of linear and nonlinear codes for the cyclic triangle. Zbl 0778.94004Calderbank, A. R.; Frankl, P.; Graham, R. L.; Li, W.-C. W.; Shepp, L. A. 9 1993 Monotone optimal multipartitions using Schur convexity with respect to partial orders. Zbl 0806.90047Hwang, Frank K.; Rothblum, Uriel G.; Shepp, Larry 9 1993 Exponential estimates for convex norms and some applications. Zbl 0793.60059Shepp, L. A.; Zeitouni, O. 2 1993 A note on conditional exponential moments and Onsager-Machlup functionals. Zbl 0756.60038Shepp, Larry A.; Zeitouni, Ofer 9 1992 Sets uniquely determined by projections on axes. II: Discrete case. Zbl 0752.44002Fishburn, P. C.; Lagarias, J. C.; Reeds, J. A.; Shepp, L. A. 31 1991 Existence of probability measures with given marginals. Zbl 0739.60001Gutmann, Sam; Kemperman, J. H. B.; Reeds, J. A.; Shepp, L. A. 12 1991 On a problem of ammunition rationing. Zbl 0719.90529Shepp, Lawrence A.; Simons, Gordon; Yao, Yiching 6 1991 On the FKB conjecture for disjoint intersections. Zbl 0742.60105Fishburn, P. C.; Shepp, L. A. 1 1991 Sets uniquely determined by projections on axes. I: Continuous case. Zbl 0695.44003Fishburn, P. C.; Lagarias, J. C.; Reeds, J. A.; Shepp, L. A. 8 1990 Optimal switching between a pair of Brownian motions. Zbl 0712.60046Mandelbaum, Avi; Shepp, Larry A.; Vanderbei, Robert J. 6 1990 Optimal paths for a car that goes both forwards and backwards. Zbl 1494.49027Reeds, J. A.; Shepp, L. A. 2 1990 Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation. Zbl 0698.62088Dembo, Amir; Mallows, Colin L.; Shepp, Larry A. 9 1989 Connectedness of certain random graphs. Zbl 0733.05058Shepp, L. A. 7 1989 On the evolution of islands. Zbl 0685.05037Doyle, Peter G.; Mallows, Colin; Orlitsky, Alon; Shepp, Larry 1 1989 A probabilistic model for the time to unravel a strand of DNA. Zbl 0646.92012Vanderbei, R. J.; Shepp, L. A. 9 1988 Stochastic models of queue storage. Zbl 1134.60391Coffman, E. G. jun.; Flatto, L.; Mitrani, I.; Shepp, L. A.; Knessl, C. 5 1988 Self-avoiding random loops. Zbl 0673.60076Dubins, Lester E.; Orlitsky, Alon; Reeds, Jim A.; Shepp, L. A. 4 1988 The match of a random permutation has the FKG property. Zbl 0649.60006Fishburn, Peter C.; Doyle, Peter G.; Shepp, L. A. 2 1988 The least variable phase type distribution is Erlang. Zbl 0635.60086Aldous, David; Shepp, Larry 34 1987 On the number of leaves of a Euclidean minimal spanning tree. Zbl 0639.60014Steele, J. Michael; Shepp, Lawrence A.; Eddy, William F. 14 1987 On the probability of covering the circle by random arcs. Zbl 0623.60018Huffer, F. W.; Shepp, L. A. 6 1987 A queueing analysis of hashing with lazy deletion. Zbl 0626.60101Morrison, John A.; Shepp, Larry A.; van Wyk, Christopher J. 3 1987 On the number of crossings of empirical distribution functions. Zbl 0593.60047Nair, Vijayan N.; Shepp, Lawrence A.; Klass, Michael J. 4 1986 A statistical model for positron emission tomography. Zbl 0561.62094Vardi, Y.; Shepp, L. A.; Kaufman, Linda 107 1985 A stochastic model of fragmentation in dynamic storage allocation. Zbl 0605.68021Coffman, E. G. jun.; Kadota, T. T.; Shepp, L. A. 22 1985 The set of real numbers left uncovered by random covering intervals. Zbl 0564.60008Fitzsimmons, P. J.; Fristedt, Bert; Shepp, L. A. 18 1985 The stationary distribution of reflected Brownian motion in a planar region. Zbl 0573.60071Harrison, J. M.; Landau, H. J.; Shepp, L. A. 11 1985 Enumerating pairs of permutations with the same up-down form. Zbl 0566.05004Mallows, C. L.; Shepp, L. A. 3 1985 Optimal sequential selection of secretaries. Zbl 0581.90050Mallows, C. L.; Nair, V. N.; Shepp, L. A.; Vardi, Y. 2 1985 An inequality conjectured by Hajela and Seymour arising in combinatorial geometry. Zbl 0628.26014Landau, H. J.; Logan, B. F.; Shepp, L. A. 1 1985 Component-level redundancy is better than system-level redundancy for channel graphs. Zbl 0644.90043Hwang, F. K.; Shepp, L. A. 1 1985 A tandem storage system and its diffusion limit. Zbl 0526.60091Harrison, J. Michael; Shepp, L. A. 9 1984 Diffusion, cell mobility, and bandlimited functions. Zbl 0563.92005Landau, H. J.; Logan, B. F.; Shepp, L. A.; Bauman, N. 2 1984 Scope of pure and applied tomography. Zbl 0537.44001Shepp, 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 1 1983 On the integral of the absolute value of the pinned Wiener process. Zbl 0479.60079Shepp, L. A. 19 1982 The XYZ conjecture and the FKG inequality. Zbl 0484.60010Shepp, L. A. 19 1982 A Poisson process whose rate is a hidden Markov process. Zbl 0485.60069Freed, D. S.; Shepp, L. A. 4 1982 On skew Brownian motion. Zbl 0462.60076Harrison, J. M.; Shepp, L. A. 115 1981 Entropy of the sum of independent Bernoulli random variables and of the multinomial distribution. Zbl 0534.60020Shepp, L. A.; Olkin, I. 8 1981 Distribution functions invariant under residual-lifetime and lengthbiased sampling. Zbl 0443.60016Vardi, Y.; Shepp, L. A.; Logan, B. F. 2 1981 Some solvable stochastic control problems. Zbl 0451.93068Benes, V. E.; Shepp, L. A.; Witsenhausen, H. S. 96 1980 The FKG inequality and some monotonicity properties of partial orders. Zbl 0501.06006Shepp, L. A. 15 1980 ...and 39 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,638 Authors 22 Shepp, Lawrence Alan 13 Gapeev, Pavel V. 11 Ismailov, Vugar E. 10 Diaconis, Persi Warren 10 Knessl, Charles 10 Pitman, Jim William 10 Shao, Qi-Man 10 Wang, Yongjin 9 Alvarez, Luis H. R. 9 Avram, Florin 9 Dulio, Paolo 9 Karatzas, Ioannis 9 Pittel, Boris G. 9 Śniady, Piotr 9 Vallejo, Ernesto 8 Borodin, Alexei 8 Farahmand, Kambiz 8 Kerov, Sergei V. 8 Liu, Meng 8 Sohn, Eunju 8 Steele, J. Michael 8 Weerasinghe, Ananda P. N. 7 Chu, Yuming 7 Csörgő, Miklós 7 Fishburn, Peter Clingerman 7 Fulman, Jason E. 7 Guo, Xin 7 Hening, Alexandru 7 Liu, Jingchen 7 Marcus, Michael B. 7 Mason, David M. 7 Pak, Igor 7 Peskir, Goran 7 Račkauskas, Alfredas Yurgevich 7 Rubin, Boris 7 Taksar, Michael I. 7 Zervos, Mihail 6 Atkinson, Kendall Eugene 6 Bai, Chuanzhi 6 Bar-Ilan, Avner 6 Bo, Lijun 6 Brightwell, Graham R. 6 Brunetti, Sara 6 Burdzy, Krzysztof 6 Burger, Martin 6 Chen, Robert W. 6 De Angelis, Tiziano 6 Grandits, Peter 6 Hansen, Olaf 6 Maiorov, Vitaly Evgen’evich 6 Ol’shanskiĭ, Grigoriĭ Iosifovich 6 Pagani, Silvia M. C. 6 Quinto, Eric Todd 6 Romik, Dan 6 Song, Shiyu 6 Tran, Ky Quan 6 Vershik, Anatoliĭ Moiseevich 6 Wang, Ke 6 Wang, Qiying 6 Waymire, Edward C. 6 Yang, Xuewei 6 Yao, Yi-Ching 6 Yor, Marc 6 Zeitouni, Ofer 5 Barral, Julien 5 Braumann, Carlos A. 5 Budhiraja, Amarjit S. 5 Chen, Lansun 5 Chien, David 5 Dębicki, Krzysztof 5 Ernst, Philip A. 5 Ferrari, Giorgio 5 Georgieva, Irina 5 Ichiba, Tomoyuki 5 Körner, János 5 Kyprianou, Andreas E. 5 Li, Bin 5 Li, Wenbo V. 5 Madych, Wolodymyr R. 5 Makasu, Cloud 5 Noonan, Jack 5 Ouknine, Youssef 5 Penrose, Mathew D. 5 Peri, Carla 5 Pistorius, Martijn R. 5 Révész, Pál 5 Salminen, Paavo H. 5 Stadje, Wolfgang 5 Suomala, Ville 5 Taguchi, Dai 5 Tan, Zhongquan 5 Tang, Wenpin 5 Telek, Miklós 5 Villeneuve, Stéphane 5 Xia, Weifeng 5 Xu, Gongjun 5 Yin, Gang George 5 Zhigljavsky, Anatoly A. 4 Albeverio, Sergio A. 4 Aldous, David John ...and 2,538 more Authors all top 5 Cited in 431 Serials 107 Stochastic Processes and their Applications 63 Statistics & Probability Letters 61 The Annals of Probability 61 The Annals of Applied Probability 40 Journal of Mathematical Analysis and Applications 40 Journal of Theoretical Probability 36 Journal of Applied Probability 35 Transactions of the American Mathematical Society 33 Probability Theory and Related Fields 27 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 25 Journal of Statistical Planning and Inference 23 Advances in Applied Probability 23 Journal of Statistical Physics 23 Journal of Multivariate Analysis 22 Insurance Mathematics & Economics 21 Discrete Mathematics 21 Journal of Computational and Applied Mathematics 19 Proceedings of the American Mathematical Society 19 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 18 Journal of Mathematical Sciences (New York) 18 Bernoulli 17 Advances in Mathematics 17 Advances in Applied Mathematics 17 Stochastics 16 Discrete Applied Mathematics 16 The Annals of Statistics 15 Israel Journal of Mathematics 15 Journal of Economic Dynamics & Control 14 Journal of Approximation Theory 14 Stochastic Analysis and Applications 14 Linear Algebra and its Applications 14 Stochastic Models 13 Journal of Combinatorial Theory. Series A 13 Computational Statistics and Data Analysis 13 Methodology and Computing in Applied Probability 12 Journal of Mathematical Physics 12 Lithuanian Mathematical Journal 12 Applied Mathematics and Computation 12 Applied Mathematics and Optimization 12 Annals of Operations Research 11 Computers & Mathematics with Applications 11 Journal of Soviet Mathematics 11 Communications in Statistics. Theory and Methods 11 Quantitative Finance 10 Communications in Mathematical Physics 10 Journal of Optimization Theory and Applications 10 Theoretical Computer Science 10 Queueing Systems 10 Bulletin of the American Mathematical Society. New Series 10 Finance and Stochastics 9 Inverse Problems 9 Annals of the Institute of Statistical Mathematics 9 Information Sciences 9 Journal of Functional Analysis 9 Random Structures & Algorithms 9 European Journal of Operational Research 9 ALEA. Latin American Journal of Probability and Mathematical Statistics 8 SIAM Journal on Control and Optimization 8 Order 8 Electronic Communications in Probability 7 Journal of Mathematical Biology 7 Mathematical Proceedings of the Cambridge Philosophical Society 7 Theory of Probability and its Applications 7 Automatica 7 Functional Analysis and its Applications 7 Sequential Analysis 7 Statistical Science 7 Applied Mathematics Letters 7 Journal of Mathematical Imaging and Vision 7 Science China. Mathematics 7 Statistics and Computing 6 Applicable Analysis 6 Mathematical Notes 6 Stochastics 6 Inventiones Mathematicae 6 Journal of Algebra 6 Mathematische Zeitschrift 6 European Journal of Combinatorics 6 Journal of Complexity 6 Numerical Algorithms 6 Combinatorics, Probability and Computing 6 The Electronic Journal of Combinatorics 6 Mathematical Problems in Engineering 6 Mathematical Finance 6 International Journal of Theoretical and Applied Finance 6 Proceedings of the Steklov Institute of Mathematics 5 Mathematical Methods in the Applied Sciences 5 Periodica Mathematica Hungarica 5 Physica A 5 Mathematics of Computation 5 Annales de l’Institut Fourier 5 Duke Mathematical Journal 5 Journal of Differential Equations 5 Numerical Functional Analysis and Optimization 5 Operations Research Letters 5 Statistics 5 Journal of Statistical Computation and Simulation 5 Stochastics and Stochastics Reports 5 Journal of Algebraic Combinatorics 5 Applied Mathematics. Series B (English Edition) ...and 331 more Serials all top 5 Cited in 56 Fields 1,247 Probability theory and stochastic processes (60-XX) 341 Statistics (62-XX) 266 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 197 Combinatorics (05-XX) 185 Numerical analysis (65-XX) 175 Systems theory; control (93-XX) 142 Operations research, mathematical programming (90-XX) 118 Biology and other natural sciences (92-XX) 116 Computer science (68-XX) 91 Calculus of variations and optimal control; optimization (49-XX) 85 Information and communication theory, circuits (94-XX) 78 Partial differential equations (35-XX) 77 Statistical mechanics, structure of matter (82-XX) 65 Integral transforms, operational calculus (44-XX) 52 Real functions (26-XX) 51 Measure and integration (28-XX) 49 Group theory and generalizations (20-XX) 45 Functional analysis (46-XX) 44 Approximations and expansions (41-XX) 42 Linear and multilinear algebra; matrix theory (15-XX) 42 Ordinary differential equations (34-XX) 38 Number theory (11-XX) 37 Functions of a complex variable (30-XX) 35 Operator theory (47-XX) 31 Dynamical systems and ergodic theory (37-XX) 29 Harmonic analysis on Euclidean spaces (42-XX) 28 Order, lattices, ordered algebraic structures (06-XX) 26 Convex and discrete geometry (52-XX) 25 Integral equations (45-XX) 24 Quantum theory (81-XX) 23 Special functions (33-XX) 13 Abstract harmonic analysis (43-XX) 11 History and biography (01-XX) 11 Global analysis, analysis on manifolds (58-XX) 10 Several complex variables and analytic spaces (32-XX) 9 Difference and functional equations (39-XX) 8 Algebraic geometry (14-XX) 8 Potential theory (31-XX) 7 Field theory and polynomials (12-XX) 6 Nonassociative rings and algebras (17-XX) 6 Differential geometry (53-XX) 5 Mathematical logic and foundations (03-XX) 5 Topological groups, Lie groups (22-XX) 5 Geophysics (86-XX) 4 Manifolds and cell complexes (57-XX) 4 Fluid mechanics (76-XX) 3 General and overarching topics; collections (00-XX) 3 Geometry (51-XX) 3 Optics, electromagnetic theory (78-XX) 2 General topology (54-XX) 2 Algebraic topology (55-XX) 2 Relativity and gravitational theory (83-XX) 2 Astronomy and astrophysics (85-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Mathematics education (97-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.