The limit theorem for maximum of partial sums of exchangeable random variables

DOI10.1016/J.SPL.2016.09.010zbMATH Open1398.60053arXiv1506.09183OpenAlexW2964299465MaRDI QIDQ334084FDOQ334084

Authors: Alexander Rakitko, Patricia Alonso Ruiz 

Publication date: 31 October 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: We obtain the analogue of the classical result by Erd"os and Kac on the limiting distribution of the maximum of partial sums for exchangeable random variables with zero mean and variance one. We show that, if the conditions of the central limit theorem of Blum et al. hold, the limit coincides with the classical one. Under more general assumptions, the probability of the random variables having conditional negative drift appears in the limiting distribution.

Full work available at URL: https://arxiv.org/abs/1506.09183

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zbMATH Keywords

maximumde Finetti's theoremlimit theoremexchangeable random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Exchangeability for stochastic processes (60G09)

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Cited In (5)

• Title not available (Why is that?)
• A maximal inequality for partial sums of finite exchangeable sequences of random variables
• A maximal inequality for exchangeable systems of random variables
• Limit Theorems for Random MAX-2-XORSAT
• On Maxima and Minima of Partial Sums of Strongly Interchangeable Random Variables

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