The limit law of maximum of discrete partial-sums distribution

DOI10.1007/S10986-024-09650-2MaRDI QIDQ6660044FDOQ6660044

Authors: Andrius Grigutis, Artur Nakliuda 

Publication date: 10 January 2025

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

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• scientific article; zbMATH DE number 4028506

zbMATH Keywords

random walkVandermonde matrixdistribution functionmaximumpartial sumsrecurrencelimit law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cites Work

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• On \(2\times 2\) determinants originating from survival probabilities in homogeneous discrete time risk model
• Determining exact survival probability by setting discrete random variables in E. Sparre Andersen's model
• Multiseasonal discrete-time risk model revisited

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