On the distribution of the maxima of partial sums (Q1922245): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/0167-7152(95)00129-8 / rank | |||
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| Property / cites work: Q5601945 / rank | |||
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| Property / cites work: On convolution tails / rank | |||
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| Property / cites work: Banach algebras of measures of class S(\(\gamma\) ) / rank | |||
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Latest revision as of 13:29, 24 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distribution of the maxima of partial sums |
scientific article |
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On the distribution of the maxima of partial sums (English)
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25 May 1997
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The author studies a class \(\Gamma(\gamma)\) of distributions, which is a natural extension of the class of subexponential distributions. The result is that in \(\Gamma(\gamma)\) the maximum of partial sums of independent and identically distributed random variables preserves the upper tail properties of the population distribution.
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tail of convolution
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relative tail at translation
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partial sums
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maxima
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