On the expectation of the maximum for sums of independent random variables
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Publication:1068448
DOI10.1007/BF01897820zbMath0582.60058MaRDI QIDQ1068448
Publication date: 1985
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/176010
60G50: Sums of independent random variables; random walks
60G40: Stopping times; optimal stopping problems; gambling theory
Related Items
Largest excess of boundary crossings for martingales, Convergence rates in the law of large numbers for martingales
Cites Work
- On stopping rules and the expected supremum of \(S_n/a_n\) and \(| S_n|/a_n\)
- Some One-Sided Theorems on the Tail Distribution of Sample Sums with Applications to the Last Time and Largest Excess of Boundary Crossings
- Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
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