Maxima of increments of partial sums for certain subexponential distributions

DOI10.1016/S0304-4149(99)00100-3zbMath1028.60044WikidataQ126819243 ScholiaQ126819243MaRDI QIDQ1411891

Ulrich Stadtmüller, Hartmut Lanzinger

Publication date: 3 November 2003

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

subexponential distributions; partial sums; maxima of increments

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

60G50: Sums of independent random variables; random walks

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Shao's theorem on the maximum of standardized random walk increments for multidimensional arrays, Limiting distribution for the maximal standardized increment of a random walk, The Hausdorff dimension of level sets described by Erdős-Rényi average, On the limit behavior of increments of sums of independent random variables from domains of attraction of asymmetric stable distributions, Deviation inequalities for separately Lipschitz functionals of composition of random functions, Deviation inequalities for martingales with applications

Cites Work

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• The influence of extremes on the law of the iterated logarithm
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