An extreme limit theorem for dependency bounds of normalized sums of random variables

DOI10.1016/0020-0255(91)90026-QMaRDI QIDQ753255zbMATH OpenOpenAlexFDO

Authors Robert C. Williamson

Publication date 1991

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0020-0255(91)90026-q

zbMATH Keywords

Dependency boundsextremes of the supportsproperties of T-conjugate transforms

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Inequalities; stochastic orderings (60E15) Limit theorems in probability theory (60F99)

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• Relationships Among Some Concepts of Bivariate Dependence
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Cited in

(3)

• Computing best-possible bounds for the distribution of a sum of several variables is NP-hard
• Sum of arbitrarily dependent random variables
• A limit theorem for the maximum of normalized sums of independent random variables

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