Maxima of partial sums of independent random variables

DOI10.1007/BF00536625MaRDI QIDQ5670015zbMATH OpenFDO

Authors Naresh C. Jain, William E. Pruitt

Publication date 1973

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00536625

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cites work

• scientific article; zbMATH DE number 3176450 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3284809 (Why is no real title available?)
• Lower functions for increasing random walks and subordinators
• On the Maximum Partial Sums of Sequences of Independent Random Variables
• On the Maximum Partial Sums of Sequences of Independent Random Variables
• On the tail behavior of sums of independent random variables
• Some Remarks on Asymmetric Processes

Cited in

(11)

• Lower functions for processes with stationary independent increments
• Lower functions for asymmetric Lévy processes
• Wiener-Hopf equations and their applications in probability theory
• On the other law of the iterated logarithm
• On almost sure limit inferior for B-valued stochastic processes and applications
• Random walk in mixed random environment without uniform ellipticity
• A Donsker-Varadhan type of invariance principle
• On the lower limits of maxima and minima of wiener process and partial sums
• On the other LIL for variables without finite variance
• Small deviations for the Poisson process
• Small deviations for the Poisson process

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