Edit Profile (opens in new tab) Shepp, Lawrence Alan (b. 1936 d. 2013) Co-Author Distance 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: 177 Publications since 1960, including 1 Book and 3 Additional arXiv Preprints 2 Contributions as Editor · 2 Further Contributions Biographic References: 1 Publication Co-Authors: 129 Co-Authors with 147 Joint Publications 4,420 Co-Co-Authors all top 5 Co-Authors 31 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 Ernst, Philip A. 6 Kagan, Abram Meerovich 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, Larry 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. ...and 45 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 142 Publications have been cited 2,580 times in 2,272 Documents Cited by ▼ Year ▼ A variational problem for random Young tableaux. Zbl 0363.62068 Logan, B. F.; Shepp, L. A. 211 1977 On skew Brownian motion. Zbl 0462.60076 Harrison, J. M.; Shepp, L. A. 131 1981 A statistical model for positron emission tomography. Zbl 0561.62094 Vardi, Y.; Shepp, L. A.; Kaufman, Linda 113 1985 Some solvable stochastic control problems. Zbl 0451.93068 Benes, V. E.; Shepp, L. A.; Witsenhausen, H. S. 101 1980 The Russian option: Reduced regret. Zbl 0783.90011 Shepp, Larry; Shiryaev, A. N. 92 1993 Radon-Nikodym derivatives of Gaussian measures. Zbl 0142.13901 Shepp, L. A. 90 1966 Ordered cycle lengths in a random permutation. Zbl 0156.18705 Shepp, L. A.; Lloyd, S. P. 86 1966 Optimal harvesting of stochastically fluctuating populations. Zbl 0940.92029 Alvarez, Luis H. R.; Shepp, Larry A. 77 1998 Optimal reconstruction of a function from its projections. Zbl 0343.41020 Logan, B. F.; Shepp, L. A. 76 1975 Limit distributions of self-normalized sums. Zbl 0272.60016 Logan, B. F.; Mallows, C. L.; Rice, S. O.; Shepp, L. A. 65 1973 On the supremum of a Gaussian process. Zbl 0218.60039 Landau, H. J.; Shepp, L. A. 61 1970 Risk vs. profit potential:. Zbl 0875.90045 Radner, Roy; Shepp, Larry 57 1996 Covering the circle with random arcs. Zbl 0241.60008 Shepp, L. A. 53 1972 The complex zeros of random polynomials. Zbl 0841.30006 Shepp, Larry A.; Vanderbei, Robert J. 48 1995 The joint density of the maximum and its location for a Wiener process with drift. Zbl 0403.60072 Shepp, L. A. 46 1979 Sample behavior of Gaussian processes. Zbl 0379.60040 Marcus, M. B.; Shepp, L. A. 40 1972 On the lower tail of Gaussian seminorms. Zbl 0424.60041 Hoffmann-Jørgensen, Jørgen; Shepp, L. A.; Dudley, Richard M. 39 1979 The least variable phase type distribution is Erlang. Zbl 0635.60086 Aldous, David; Shepp, Larry 38 1987 Drift rate control of a Brownian processing system. Zbl 1069.60074 Ata, Bariş; Harrison, J. M.; Shepp, L. A. 36 2005 Computerized tomography: The new medical X-ray technology. Zbl 0381.68079 Shepp, L. A.; Kruskal, J. B. 36 1978 Optimal paths for a car that goes both forwards and backwards. Zbl 1494.49027 Reeds, J. A.; Shepp, L. A. 36 1990 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. 33 1991 The double Dixie cup problem. Zbl 0092.35502 Newman, Donald J.; Shepp, Lawrence 31 1960 Explicit solutions to some problems of optimal stopping. Zbl 0177.22301 Shepp, L. A. 31 1969 Covering the line with random intervals. Zbl 0238.60006 Shepp, L. A. 31 1972 Optimal stopping rules and maximal inequalities for Bessel processes. Zbl 0807.60040 Dubins, L. E.; Shepp, L. A.; Shiryaev, A. N. 31 1993 Some optimal stopping problems with nontrivial boundaries for pricing exotic options. Zbl 1026.91048 Guo, Xin; Shepp, Larry 28 2001 Distinguishing a sequence of random variables from a translate of itself. Zbl 0136.40108 Shepp, L. A. 27 1965 First passage time for a particular Gaussian process. Zbl 0216.21203 Shepp, L. A. 27 1971 A new look at pricing of the “Russian option”. Zbl 0834.60072 Shepp, L. A.; Shiryaev, A. N. 25 1994 A first passage problem for the Wiener process. Zbl 0178.19402 Shepp, L. A. 25 1967 The discrete Radon transform and its approximate inversion via linear programming. Zbl 0879.68103 Fishburn, Peter; Schwander, Peter; Shepp, Larry; Vanderbei, Robert J. 23 1997 Continuity of Gaussian processes. Zbl 0209.49201 Marcus, M. B.; Shepp, L. A. 22 1970 A limit law concerning moving averages. Zbl 0146.39101 Shepp, L. A. 22 1964 Real zeros of random polynomials. Zbl 0245.60047 Logan, B. F.; Shepp, L. A. 22 1968 A stochastic model of fragmentation in dynamic storage allocation. Zbl 0605.68021 Coffman, E. G. jun.; Kadota, T. T.; Shepp, L. A. 22 1985 On the integral of the absolute value of the pinned Wiener process. Zbl 0479.60079 Shepp, L. A. 20 1982 The XYZ conjecture and the FKG inequality. Zbl 0484.60010 Shepp, L. A. 20 1982 Remarks on the maximum correlation coefficient. Zbl 0981.62051 Dembo, Amir; Kagan, Abram; Shepp, Lawrence A. 20 2001 A local limit theorem. Zbl 0146.39103 Shepp, L. A. 20 1964 Real zeros of random polynomials. II. Zbl 0177.45201 Logan, B. F.; Shepp, L. A. 19 1968 The set of real numbers left uncovered by random covering intervals. Zbl 0564.60008 Fitzsimmons, P. J.; Fristedt, Bert; Shepp, L. A. 18 1985 The FKG inequality and some monotonicity properties of partial orders. Zbl 0501.06006 Shepp, L. A. 17 1980 On the best finite set of linear observables for discriminating two Gaussian signals. Zbl 0153.48704 Kadota, T. T.; Shepp, L. A. 17 1967 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. 17 1994 Spherical tomography and spherical integral geometry. Zbl 0807.92012 Gindikin, Simon; Reeds, Jim; Shepp, Larry 17 1994 On the number of leaves of a Euclidean minimal spanning tree. Zbl 0639.60014 Steele, J. Michael; Shepp, Lawrence A.; Eddy, William F. 15 1987 Sets of uniqueness and additivity in integer lattices. Zbl 1105.92332 Fishburn, Peter C.; Shepp, Lawrence A. 15 1999 A path space picture for Feynman-Kac averages. Zbl 0296.60074 Ezawa, H.; Klauder, J. R.; Shepp, L. A. 14 1974 Existence of probability measures with given marginals. Zbl 0739.60001 Gutmann, Sam; Kemperman, J. H. B.; Reeds, J. A.; Shepp, L. A. 14 1991 Entropy of the sum of independent Bernoulli random variables and of the multinomial distribution. Zbl 0534.60020 Shepp, L. A.; Olkin, I. 13 1981 Conditions for absolute continuity between a certain pair of probability measures. Zbl 0193.44501 Kadota, T. T.; Shepp, L. A. 13 1970 A birth and death model of neuron firing. Zbl 0279.60082 Logan, B. F.; Shepp, L. A. 13 1974 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 12 1995 The advantage of capitalism vs. socialism depends on the criterion. Zbl 1121.91068 McKean, H. P.; Shepp, L. A. 12 2005 The stationary distribution of reflected Brownian motion in a planar region. Zbl 0573.60071 Harrison, J. M.; Landau, H. J.; Shepp, L. A. 11 1985 A tandem storage system and its diffusion limit. Zbl 0526.60091 Harrison, J. Michael; Shepp, L. A. 10 1984 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. 10 1989 A note on conditional exponential moments and Onsager-Machlup functionals. Zbl 0756.60038 Shepp, Larry A.; Zeitouni, Ofer 10 1992 Symmetric random walk. Zbl 0201.50102 Shepp, L. A. 10 1962 A probabilistic model for the time to unravel a strand of DNA. Zbl 0646.92012 Vanderbei, R. J.; Shepp, L. A. 9 1988 Bandit problems with infinitely many arms. Zbl 0881.62083 Berry, Donald A.; Chen, Robert W.; Zame, Alan; Heath, David C.; Shepp, Larry A. 9 1997 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 Monotone optimal multipartitions using Schur convexity with respect to partial orders. Zbl 0806.90047 Hwang, Frank K.; Rothblum, Uriel G.; Shepp, Larry 9 1993 A matrix variance inequality. Zbl 1058.60013 Olkin, Ingram; Shepp, Larry 8 2005 A model for stock price fluctuations based on information. Zbl 1061.91032 Shepp, Lawrence 8 2002 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 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 First-passage time for a particular stationary periodic Gaussian process. Zbl 0335.60028 Shepp, L. A.; Slepian, D. 7 1976 On the supremum of \(S_ n/n\). Zbl 0226.60067 McCabe, B. J.; Shepp, L. A. 7 1970 Connectedness of certain random graphs. Zbl 0733.05058 Shepp, L. A. 7 1989 A new look at the “Russian option”. Zbl 0829.60055 Shepp, L. A.; Shiryaev, A. N. 7 1994 On the probability of covering the circle by random arcs. Zbl 0623.60018 Huffer, F. W.; Shepp, L. A. 7 1987 The correlation of the maxima of correlated Brownian motions. Zbl 1120.60074 Rogers, L. C. G.; Shepp, Larry 6 2006 The necklace process. Zbl 1213.60027 Mallows, Colin; Shepp, Larry 6 2008 Online selection of alternating subsequences from a random sample. Zbl 1258.90103 Arlotto, Alessandro; Chen, Robert W.; Shepp, Lawrence A.; Steele, J. Michael 6 2011 On the number of fixed pairs in a random instance of the stable marriage problem. Zbl 1151.05002 Pittel, B.; Shepp, L.; Veklerov, E. 6 2007 Optimal switching between a pair of Brownian motions. Zbl 0712.60046 Mandelbaum, Avi; Shepp, Larry A.; Vanderbei, Robert J. 6 1990 On a problem of ammunition rationing. Zbl 0719.90529 Shepp, Lawrence A.; Simons, Gordon; Yao, Yiching 6 1991 A dual Russian option for selling short. Zbl 0867.90014 Shepp, L. A.; Shiryaev, A. N. 6 1996 A Poisson process whose rate is a hidden Markov process. Zbl 0485.60069 Freed, D. S.; Shepp, L. A. 5 1982 A one-dimensional Poisson growth model with non-overlapping intervals. Zbl 1047.60006 Daley, D. J.; Mallows, C. L.; Shepp, L. A. 5 2000 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 Stochastic models of queue storage. Zbl 1134.60391 Coffman, E. G. jun.; Flatto, L.; Mitrani, I.; Shepp, L. A.; Knessl, C. 5 1988 Hiring and firing optimally in a large corporation. Zbl 0875.90265 Shepp, Larry; Shiryaev, Albert 5 1996 On prediction of moving-average processes. Zbl 0438.62073 Shepp, L. A.; Slepian, D.; Wyner, A. D. 5 1980 Self-avoiding random loops. Zbl 0673.60076 Dubins, Lester E.; Orlitsky, Alon; Reeds, Jim A.; Shepp, L. A. 4 1988 Optimal strategy for the Vardi casino with interest payments. Zbl 1133.60320 Grigorescu, Ilie; Chen, Robert; Shepp, Larry 4 2007 Expected number of real zeros of a random polynomial with independent identically distributed symmetric long-tailed coefficients. Zbl 1218.60044 Shepp, L.; Farahmand, K. 4 2011 Fast functional magnetic resonance imaging via prolate wavelets. Zbl 0962.65121 Shepp, Larry; Zhang, Cun-Hui 4 2000 A secretary problem with two decision makers. Zbl 0899.60038 Chen, Robert W.; Rosenberg, Burton; Shepp, Larry A. 4 1997 The singularity of Gaussian measures in function space. Zbl 0134.14006 Shepp, L. A. 4 1964 Gaussian measures in function space. Zbl 0152.16102 Shepp, L. A. 4 1966 ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz. Zbl 1161.62027 Clarkson, Eric; Denny, J. L.; Shepp, Larry 4 2009 On the number of crossings of empirical distribution functions. Zbl 0593.60047 Nair, Vijayan N.; Shepp, Lawrence A.; Klass, Michael J. 4 1986 Exponential estimates for convex norms and some applications. Zbl 0793.60059 Shepp, L. A.; Zeitouni, O. 4 1993 Yule’s “nonsense correlation” solved! Zbl 1412.60117 Ernst, Philip A.; Shepp, Larry A.; Wyner, Abraham J. 4 2017 A queueing analysis of hashing with lazy deletion. Zbl 0626.60101 Morrison, John A.; Shepp, Larry A.; van Wyk, Christopher J. 3 1987 Strong decomposition of random variables. Zbl 1121.60011 Hoffmann-Jørgensen, Jørgen; Kagan, Abram M.; Pitt, Loren D.; Shepp, Lawrence A. 3 2007 Bold play and the optimal policy for Vardi’s casino. Zbl 1144.60307 Shepp, Larry 3 2006 Yule’s “nonsense correlation” solved! Zbl 1412.60117 Ernst, Philip A.; Shepp, Larry A.; Wyner, Abraham J. 4 2017 Stationary Gaussian Markov processes as limits of stationary autoregressive time series. Zbl 1358.60056 Ernst, Philip A.; Brown, Lawrence D.; Shepp, Larry; Wolpert, Robert L. 2 2017 On occupation times of the first and third quadrants for planar Brownian motion. Zbl 1400.60105 Ernst, Philip A.; Shepp, Larry 1 2017 On the time for Brownian motion to visit every point on a circle. Zbl 1335.60154 Ernst, Philip; Shepp, Larry 1 2016 On optimal retirement. Zbl 1311.60061 Ernst, Philip A.; Foster, Dean P.; Shepp, Larry A. 2 2014 An inequality that subsumes the inequalities of Radon, Bohr, and Shannon. Zbl 1370.26052 Olkin, Ingram; Shepp, Larry 1 2013 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 6 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. 4 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 4 2009 The necklace process. Zbl 1213.60027 Mallows, Colin; Shepp, Larry 6 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. 6 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. 3 2007 The correlation of the maxima of correlated Brownian motions. Zbl 1120.60074 Rogers, L. C. G.; Shepp, Larry 6 2006 Bold play and the optimal policy for Vardi’s casino. Zbl 1144.60307 Shepp, Larry 3 2006 Several colorful inequalities. Zbl 1153.60012 Olkin, Ingram; Shepp, Larry 3 2006 Drift rate control of a Brownian processing system. Zbl 1069.60074 Ata, Bariş; Harrison, J. M.; Shepp, L. A. 36 2005 The advantage of capitalism vs. socialism depends on the criterion. Zbl 1121.91068 McKean, H. P.; Shepp, L. A. 12 2005 A matrix variance inequality. Zbl 1058.60013 Olkin, Ingram; Shepp, Larry 8 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 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 3 2002 Some optimal stopping problems with nontrivial boundaries for pricing exotic options. Zbl 1026.91048 Guo, Xin; Shepp, Larry 28 2001 Remarks on the maximum correlation coefficient. Zbl 0981.62051 Dembo, Amir; Kagan, Abram; Shepp, Lawrence A. 20 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. 5 2000 Fast functional magnetic resonance imaging via prolate wavelets. Zbl 0962.65121 Shepp, Larry; Zhang, Cun-Hui 4 2000 The Ahlswede-Daykin theorem. Zbl 0953.06009 Fishburn, Peter C.; Shepp, Lawrence A. 1 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. 77 1998 Why the variance? Zbl 0907.62062 Kagan, Abram; Shepp, Lawrence A. 3 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 Risk vs. profit-potential; a model for corporate strategy. Zbl 1063.91524 Radner, R.; Shepp, L. 2 1998 Explicit sufficient invariants for an interacting particle system. Zbl 0916.60084 Itoh, Yoshiaki; Mallows, Colin; Shepp, Larry 1 1998 The discrete Radon transform and its approximate inversion via linear programming. Zbl 0879.68103 Fishburn, Peter; Schwander, Peter; Shepp, Larry; Vanderbei, Robert J. 23 1997 Bandit problems with infinitely many arms. Zbl 0881.62083 Berry, Donald A.; Chen, Robert W.; Zame, Alan; Heath, David C.; Shepp, Larry A. 9 1997 A secretary problem with two decision makers. Zbl 0899.60038 Chen, Robert W.; Rosenberg, Burton; Shepp, Larry A. 4 1997 Risk vs. profit potential:. Zbl 0875.90045 Radner, Roy; Shepp, Larry 57 1996 A dual Russian option for selling short. Zbl 0867.90014 Shepp, L. A.; Shiryaev, A. N. 6 1996 Hiring and firing optimally in a large corporation. Zbl 0875.90265 Shepp, Larry; Shiryaev, Albert 5 1996 Some problems in probabilistic tomography. Zbl 0881.60101 Applegate, D.; Reeds, J.; Scheinberg, S.; Shepp, L.; Shor, P. 1 1996 The complex zeros of random polynomials. Zbl 0841.30006 Shepp, Larry A.; Vanderbei, Robert J. 48 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 12 1995 Characterization of probability distributions by absolute moments of partial sums. Zbl 0840.62013 Braverman, M. Sh.; Mallows, C. L.; Shepp, L. A. 1 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. 25 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. 17 1994 Spherical tomography and spherical integral geometry. Zbl 0807.92012 Gindikin, Simon; Reeds, Jim; Shepp, Larry 17 1994 A new look at the “Russian option”. Zbl 0829.60055 Shepp, L. A.; Shiryaev, A. N. 7 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. 92 1993 Optimal stopping rules and maximal inequalities for Bessel processes. Zbl 0807.60040 Dubins, L. E.; Shepp, L. A.; Shiryaev, A. N. 31 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 Monotone optimal multipartitions using Schur convexity with respect to partial orders. Zbl 0806.90047 Hwang, Frank K.; Rothblum, Uriel G.; Shepp, Larry 9 1993 Exponential estimates for convex norms and some applications. Zbl 0793.60059 Shepp, L. A.; Zeitouni, O. 4 1993 A note on conditional exponential moments and Onsager-Machlup functionals. Zbl 0756.60038 Shepp, Larry A.; Zeitouni, Ofer 10 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. 33 1991 Existence of probability measures with given marginals. Zbl 0739.60001 Gutmann, Sam; Kemperman, J. H. B.; Reeds, J. A.; Shepp, L. A. 14 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 Optimal paths for a car that goes both forwards and backwards. Zbl 1494.49027 Reeds, J. A.; Shepp, L. A. 36 1990 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. 10 1989 Connectedness of certain random graphs. Zbl 0733.05058 Shepp, L. A. 7 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. 2 1988 The least variable phase type distribution is Erlang. Zbl 0635.60086 Aldous, David; Shepp, Larry 38 1987 On the number of leaves of a Euclidean minimal spanning tree. Zbl 0639.60014 Steele, J. Michael; Shepp, Lawrence A.; Eddy, William F. 15 1987 On the probability of covering the circle by random arcs. Zbl 0623.60018 Huffer, F. W.; Shepp, L. A. 7 1987 A queueing analysis of hashing with lazy deletion. Zbl 0626.60101 Morrison, John A.; Shepp, Larry A.; van Wyk, Christopher J. 3 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 113 1985 A stochastic model of fragmentation in dynamic storage allocation. Zbl 0605.68021 Coffman, E. G. jun.; Kadota, T. T.; Shepp, L. A. 22 1985 The set of real numbers left uncovered by random covering intervals. Zbl 0564.60008 Fitzsimmons, P. J.; Fristedt, Bert; Shepp, L. A. 18 1985 The stationary distribution of reflected Brownian motion in a planar region. Zbl 0573.60071 Harrison, J. M.; Landau, H. J.; Shepp, L. A. 11 1985 Enumerating pairs of permutations with the same up-down form. Zbl 0566.05004 Mallows, C. L.; Shepp, L. A. 3 1985 Optimal sequential selection of secretaries. Zbl 0581.90050 Mallows, C. L.; Nair, V. N.; Shepp, L. A.; Vardi, Y. 2 1985 An inequality conjectured by Hajela and Seymour arising in combinatorial geometry. Zbl 0628.26014 Landau, H. J.; Logan, B. F.; Shepp, L. A. 1 1985 Component-level redundancy is better than system-level redundancy for channel graphs. Zbl 0644.90043 Hwang, F. K.; Shepp, L. A. 1 1985 A tandem storage system and its diffusion limit. Zbl 0526.60091 Harrison, J. Michael; Shepp, L. A. 10 1984 Diffusion, cell mobility, and bandlimited functions. Zbl 0563.92005 Landau, H. J.; Logan, B. F.; Shepp, L. A.; Bauman, N. 2 1984 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 Scope of pure and applied tomography. Zbl 0537.44001 Shepp, L. A. 1 1983 On the integral of the absolute value of the pinned Wiener process. Zbl 0479.60079 Shepp, L. A. 20 1982 The XYZ conjecture and the FKG inequality. Zbl 0484.60010 Shepp, L. A. 20 1982 A Poisson process whose rate is a hidden Markov process. Zbl 0485.60069 Freed, D. S.; Shepp, L. A. 5 1982 On skew Brownian motion. Zbl 0462.60076 Harrison, J. M.; Shepp, L. A. 131 1981 Entropy of the sum of independent Bernoulli random variables and of the multinomial distribution. Zbl 0534.60020 Shepp, L. A.; Olkin, I. 13 1981 ...and 42 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,955 Authors 22 Shepp, Lawrence Alan 13 Gapeev, Pavel V. 11 Diaconis, Persi Warren 11 Ismailov, Vugar E. 10 Dulio, Paolo 10 Knessl, Charles 10 Pitman, Jim William 10 Shao, Qi-Man 10 Śniady, Piotr 10 Wang, Yongjin 9 Alvarez, Luis H. R. 9 Avram, Florin 9 De Angelis, Tiziano 9 Karatzas, Ioannis 9 Pak, Igor 9 Pittel, Boris G. 9 Vallejo, Ernesto 8 Borodin, Alexei 8 Csörgő, Miklós 8 Farahmand, Kambiz 8 Ferrari, Giorgio 8 Guo, Xin 8 Kerov, Sergei V. 8 Liu, Meng 8 Sohn, Eunju 8 Steele, J. Michael 8 Weerasinghe, Ananda P. N. 8 Zervos, Mihail 7 Burger, Martin 7 Chu, Yuming 7 Fishburn, Peter Clingerman 7 Fulman, Jason E. 7 Grandits, Peter 7 Hening, Alexandru 7 Liu, Jingchen 7 Marcus, Michael B. 7 Mason, David M. 7 Peskir, Goran 7 Račkauskas, Alfredas Yurgevich 7 Rubin, Boris 7 Taksar, Michael I. 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 Chen, Robert W. 6 Ernst, Philip A. 6 Hansen, Olaf 6 Li, Wenbo V. 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 Tang, Wenpin 6 Telek, Miklós 6 Tran, Ky Quan 6 Vershik, Anatoliĭ Moiseevich 6 Wang, Ke 6 Wang, Qiying 6 Wang, Wenyuan 6 Waymire, Edward C. 6 Yang, Xuewei 6 Yao, Yi-Ching 6 Yor, Marc 6 Zeitouni, Ofer 5 Barral, Julien 5 Budhiraja, Amarjit S. 5 Chen, Lansun 5 Chien, David 5 Dębicki, Krzysztof 5 Ekström, Erik 5 Georgieva, Irina 5 Ichiba, Tomoyuki 5 Körner, János 5 Kyprianou, Andreas E. 5 Lejay, Antoine 5 Li, Bin 5 Li, Bing 5 Madych, Wolodymyr R. 5 Makasu, Cloud 5 Mezerdi, Brahim 5 Noonan, Jack 5 Ouknine, Youssef 5 Panova, Greta 5 Penrose, Mathew D. 5 Peri, Carla 5 Pilipenko, Andrey Yu. 5 Pistorius, Martijn R. 5 Postnova, Olga V. 5 Quellmalz, Michael 5 Révész, Pál 5 Salminen, Paavo H. 5 Seuret, Stéphane 5 Stadje, Wolfgang ...and 2,855 more Authors all top 5 Cited in 466 Serials 113 Stochastic Processes and their Applications 65 Statistics & Probability Letters 62 The Annals of Probability 62 The Annals of Applied Probability 40 Journal of Mathematical Analysis and Applications 40 Journal of Applied Probability 40 Journal of Theoretical 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 24 Journal of Multivariate Analysis 24 Insurance Mathematics & Economics 23 Advances in Applied Probability 23 Journal of Statistical Physics 23 Journal of Mathematical Sciences (New York) 22 Journal of Computational and Applied Mathematics 22 Advances in Applied Mathematics 21 Discrete Mathematics 21 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 19 Advances in Mathematics 19 Proceedings of the American Mathematical Society 19 Bernoulli 17 Stochastics 16 Discrete Applied Mathematics 16 Israel Journal of Mathematics 16 The Annals of Statistics 16 Journal of Economic Dynamics & Control 16 Electronic Journal of Probability 15 Linear Algebra and its Applications 14 Journal of Approximation Theory 14 Stochastic Analysis and Applications 14 Stochastic Models 13 Applied Mathematics and Computation 13 Journal of Combinatorial Theory. Series A 13 Communications in Statistics. Theory and Methods 13 Computational Statistics and Data Analysis 13 Methodology and Computing in Applied Probability 12 Computers & Mathematics with Applications 12 Journal of Mathematical Physics 12 Lithuanian Mathematical Journal 12 Applied Mathematics and Optimization 12 Journal of Optimization Theory and Applications 12 SIAM Journal on Control and Optimization 12 Annals of Operations Research 12 Random Structures & Algorithms 12 Finance and Stochastics 11 Journal of Soviet Mathematics 11 Queueing Systems 11 Quantitative Finance 11 ALEA. Latin American Journal of Probability and Mathematical Statistics 10 Communications in Mathematical Physics 10 Inverse Problems 10 Information Sciences 10 Theoretical Computer Science 10 Bulletin of the American Mathematical Society. New Series 10 Journal of Physics A: Mathematical and Theoretical 9 Annals of the Institute of Statistical Mathematics 9 Journal of Functional Analysis 9 European Journal of Operational Research 9 Journal of Mathematical Imaging and Vision 9 Electronic Communications in Probability 8 Journal of Mathematical Biology 8 Mathematical Proceedings of the Cambridge Philosophical Society 8 Theory of Probability and its Applications 8 Automatica 8 Order 8 Statistical Science 8 Mathematical Finance 7 Functional Analysis and its Applications 7 European Journal of Combinatorics 7 Statistics 7 Sequential Analysis 7 Applied Mathematics Letters 7 Numerical Algorithms 7 Combinatorics, Probability and Computing 7 Mathematical Problems in Engineering 7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 7 Journal of Statistical Mechanics: Theory and Experiment 7 Proceedings of the Steklov Institute of Mathematics 7 Science China. Mathematics 7 Statistics and Computing 6 Applicable Analysis 6 Mathematical Notes 6 Stochastics 6 Annales de l’Institut Fourier 6 Inventiones Mathematicae 6 Journal of Algebra 6 Journal of the American Statistical Association 6 Journal of Differential Equations 6 Mathematische Zeitschrift 6 Operations Research Letters 6 Journal of Complexity 6 Communications in Statistics. Simulation and Computation 6 Journal of Inverse and Ill-Posed Problems 6 The Electronic Journal of Combinatorics 6 International Journal of Theoretical and Applied Finance 6 Electronic Journal of Statistics 5 Communications on Pure and Applied Mathematics 5 Mathematical Biosciences ...and 366 more Serials all top 5 Cited in 58 Fields 1,353 Probability theory and stochastic processes (60-XX) 373 Statistics (62-XX) 293 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 219 Combinatorics (05-XX) 201 Systems theory; control (93-XX) 199 Numerical analysis (65-XX) 146 Operations research, mathematical programming (90-XX) 137 Computer science (68-XX) 123 Biology and other natural sciences (92-XX) 121 Calculus of variations and optimal control; optimization (49-XX) 92 Information and communication theory, circuits (94-XX) 88 Partial differential equations (35-XX) 88 Statistical mechanics, structure of matter (82-XX) 67 Integral transforms, operational calculus (44-XX) 56 Real functions (26-XX) 54 Group theory and generalizations (20-XX) 53 Measure and integration (28-XX) 47 Approximations and expansions (41-XX) 47 Functional analysis (46-XX) 46 Ordinary differential equations (34-XX) 45 Linear and multilinear algebra; matrix theory (15-XX) 39 Number theory (11-XX) 39 Functions of a complex variable (30-XX) 37 Dynamical systems and ergodic theory (37-XX) 37 Operator theory (47-XX) 32 Quantum theory (81-XX) 31 Order, lattices, ordered algebraic structures (06-XX) 29 Harmonic analysis on Euclidean spaces (42-XX) 29 Convex and discrete geometry (52-XX) 28 Integral equations (45-XX) 25 Special functions (33-XX) 20 Global analysis, analysis on manifolds (58-XX) 15 Differential geometry (53-XX) 14 Abstract harmonic analysis (43-XX) 11 History and biography (01-XX) 11 Nonassociative rings and algebras (17-XX) 11 Several complex variables and analytic spaces (32-XX) 9 Topological groups, Lie groups (22-XX) 9 Potential theory (31-XX) 9 Difference and functional equations (39-XX) 8 Algebraic geometry (14-XX) 7 Field theory and polynomials (12-XX) 7 Manifolds and cell complexes (57-XX) 7 Mechanics of particles and systems (70-XX) 7 Geophysics (86-XX) 5 Mathematical logic and foundations (03-XX) 5 Fluid mechanics (76-XX) 4 General and overarching topics; collections (00-XX) 4 Geometry (51-XX) 3 Algebraic topology (55-XX) 3 Optics, electromagnetic theory (78-XX) 2 General topology (54-XX) 2 Mechanics of deformable solids (74-XX) 2 Relativity and gravitational theory (83-XX) 2 Astronomy and astrophysics (85-XX) 1 Associative rings and algebras (16-XX) 1 Category theory; homological algebra (18-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. 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