Limit Theorems for the Maximal Random Sums

DOI10.1137/S0040585X97975216zbMATH Open0896.60009MaRDI QIDQ4375252FDOQ4375252

Authors: V. M. Kruglov, Tchzhan Bo 

Publication date: 29 January 1998

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

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zbMATH Keywords

maximumindependent random variablesminimumconvergence with mixing property

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cited In (15)

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• A limit theorem for random sums modulo 1
• On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables
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• Extreme value distributions for two kinds of path sums of Markov chain
• Decidable lim sup and Borel-Cantelli-like lemmas for random sequences
• Computability of probability distributions and characteristic functions
• Uncomputably noisy ergodic limits
• Limit Theorems for Random MAX-2-XORSAT
• A limit theorem for the maximum of normalized sums of independent random variables
• Stable convergence of random sequences with random indices
• Limit theorems for the maximum of sums of independent random processes

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