Limit theorems for the maximum of sums of independent random processes
From MaRDI portal
Publication:2274542
DOI10.1007/s11253-018-1518-8zbMath1423.60046OpenAlexW2900959086WikidataQ128985945 ScholiaQ128985945MaRDI QIDQ2274542
A. S. Sheludenko, Ivan K. Matsak, Anatolij M. Plichko
Publication date: 20 September 2019
Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11253-018-1518-8
Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Regularity of sampling distribution functions of a random process
- Convergence of distributions of integral functionals
- On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
- On some limit theorems for the maximum of sums of independent random processes
- Holder Conditions for Realizations of Gaussian Processes
- On certain limit theorems of the theory of probability
This page was built for publication: Limit theorems for the maximum of sums of independent random processes