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

DOI10.1016/0020-0255(91)90026-QzbMATH Open0716.60031OpenAlexW2072521600MaRDI QIDQ753255FDOQ753255

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

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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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Cited In (2)

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

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