The Distribution of the Maximum of Partial Sums of Independent Random Variables

DOI10.4153/CJM-1950-034-9zbMATH Open0038.08601OpenAlexW2330690392WikidataQ105890313 ScholiaQ105890313MaRDI QIDQ5796797FDOQ5796797

Authors: H. Pollard, Mark Kac 

Publication date: 1950

Published in: Canadian Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4153/cjm-1950-034-9

zbMATH Keywords

Probability theory

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• Asymptotic solutions of integral equations with a convolution kernel. I
• Love-Lieb integral equations: applications, theory, approximations, and computations
• The Coaxial Disc Viscometer
• A Two-Sided Absorption Problem
• Numerical and analytical results for the two discs capacitor problem
• On concavity of solutions of the Dirichlet problem for the equation \((-\Delta)^{1/2} \varphi = 1\) in convex planar regions
• The Maximum of Sums of Stable Random Variables
• First Passage Times for Symmetric Stable Processes in Space
• First passage time moments of asymmetric Lévy flights
• Stable Processes and Integral Equations
• Escape from bounded domains driven by multivariate \(\alpha \)-stable noises

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