Limit Theorems for Increments of Sums of Independent Random Variables
From MaRDI portal
Publication:4830837
DOI10.1137/S0040585X980245zbMath1064.60093OpenAlexW2064886146MaRDI QIDQ4830837
No author found.
Publication date: 16 December 2004
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x980245
strong law of large numbersErdős-Rényi lawlaw of the iterated logarithmlarge deviationsShepp lawincrements of sums of independent random variablesstrong approximations laws
Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Limit theorems in probability theory (60F99)
Related Items (6)
Extremes of Shepp statistics for Gaussian random walk ⋮ Limit theorems for increments of compound renewal processes ⋮ Converses to the Csörgő-Révész laws ⋮ Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables ⋮ On asymptotic behavior for probabilities of large deviations of compound Cox processes ⋮ Strong limit theorems for increments of renewal processes
This page was built for publication: Limit Theorems for Increments of Sums of Independent Random Variables
