Approximation of the distribution of the maximum of sums of random variables having means that are small in absolute value

DOI10.1007/BF00972227zbMath0411.60050MaRDI QIDQ1259365

A. K. Aleshkyavichene

Publication date: 1978

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

approximation of the distribution; maximum of sums of random variables

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60E05: Probability distributions: general theory