On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables (Q968474)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5703991
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables |
scientific article; zbMATH DE number 5703991 |
Statements
On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables (English)
0 references
5 May 2010
0 references
stable distribution
0 references
limit distribution of maximum sum
0 references
supremum of a stable process
0 references
domain of attraction
0 references
moment inequality
0 references
0.8090706467628479
0 references
0.8085314035415649
0 references
0.8080013990402222
0 references
