Asymptotic distribution of the maximum cumulative sum of independent random variables
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Publication:5792689
DOI10.1090/S0002-9904-1948-09143-1zbMath0035.08601OpenAlexW2061334203MaRDI QIDQ5792689
Publication date: 1948
Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9904-1948-09143-1
Related Items (7)
On the asymptotic distribution of the maximum of sums of a random number of i.i.d. random variables ⋮ Mark to market value at risk ⋮ Approximation of the distribution of the maximum of sums of random variables having means that are small in absolute value ⋮ Estimating the rate of convergence for the distribution of the maximum sums of independent random quantities ⋮ On the theory of order statistics ⋮ A class of limit distributions for maximum cumulative sum ⋮ Mixing limit theorems of maximum of absolute sums and their convergence rates
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