Refinement of the limit theorem for maxima of independent random sums in the case of zero asymmetry

DOI10.1137/S0040585X97984826MaRDI QIDQ5198645zbMATH OpenOpenAlexFDO

Authors T. V. Kuznetsova

Publication date 9 August 2011

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

Full work available at URL https://doi.org/10.1137/s0040585x97984826

zbMATH Keywords

maximaGumbel distributionsums of random variables

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Recommendations

• Limit theorems for maxima of some dependent random sums
• Limit theorems for maxima of independent random sums
• On some limit theorems for the maximum of sums of independent random processes
• scientific article; zbMATH DE number 3990498
• An asymptotic of the distribution of the extrema of independent random variables

Cited in

(6)

• On the asymptotic distributions of maxima of trigonometric polynomials with random coefficients
• Limit theorems for maxima of independent random sums
• scientific article; zbMATH DE number 3990498 (Why is no real title available?)
• scientific article; zbMATH DE number 1552208 (Why is no real title available?)
• Maximum information gain of approximate quantum position measurement
• Limit theorems for maxima of some dependent random sums

This page was built for publication: Refinement of the limit theorem for maxima of independent random sums in the case of zero asymmetry

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5198645)