DocumentCode :
943646
Title :
Locating the maximum of a simple random sequence by sequential search
Author :
Hajek, Bruce
Volume :
33
Issue :
6
fYear :
1987
fDate :
11/1/1987 12:00:00 AM
Firstpage :
877
Lastpage :
881
Abstract :
Consider a stationary Gaussian process with 
where 
nd let 
. It is shown that to locate the maximum of 
for large 
with probability 
, roughly 
observations at sequentially determined locations are both sufficient and necessary.
where nd let . It is shown that to locate the maximum of for large with probability , roughly observations at sequentially determined locations are both sufficient and necessary.Keywords :
Gaussian processes; Optimization methods; Search methods; Sequences; Sequential detection; Gaussian processes; Geometrical optics; Helium; Image sensors; Optical design; Optical sensors; Random processes; Random sequences; Random variables; Sensor systems;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1987.1057378
Filename :
1057378
Link To Document :
