Extension of the Darling and Erdős theorem on the maximum of normalized sums

DOI10.1214/aop/1176994906zbMath0421.60046OpenAlexW2070306568MaRDI QIDQ1133237

Galen R. Shorack

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994906

zbMATH Keywords

embeddingextreme value distributionUhlenbeck processmaximum of normalized sumsnormalized Brownian motion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Convergence of probability measures (60B10)

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Change-point detection based on weighted two-sample U-statistics ⋮ A universal result in almost sure central limit theory. ⋮ Invariance principles for changepoint problems ⋮ A general Darling-Erdős theorem in Euclidean space ⋮ Darling-Erdős theorem for self-normalized sums ⋮ On the universal a.s. central limit theorem ⋮ Almost sure versions of the Darling-Erdős theorem ⋮ A glimpse of the impact of pál erdős on probability and statistics ⋮ The Darling-Erdős theorem for sums of i.i.d. random variables ⋮ Darling-Erdős theorems for martingales ⋮ Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law

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