On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables

DOI10.1016/J.SPL.2010.01.020MaRDI QIDQ968474zbMATH OpenOpenAlexFDO

Authors Maddipatla Sreehari

Publication date 5 May 2010

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.01.020

zbMATH Keywords

stable distributiondomain of attractionmoment inequalitylimit distribution of maximum sumsupremum of a stable process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Recommendations

• scientific article; zbMATH DE number 3990498
• scientific article; zbMATH DE number 3915310
• Summen unabhängiger Zufallsvariablen, die durch die Maximalterme dominiert werden. (Sums of independent random variables which are dominated by maximal terms)
• An ergodic theorem for an individual random sequence
• Limit theorems for maxima of some dependent random sums

Cites work

• A limit theorem for random walks with drift
• Limit Theorems for the Maximal Random Sums
• Maxima of sums of random variables and suprema of stable processes
• On a Class of Limit Distributions for Normalized Sums of Independent Random Variables
• On certain limit theorems of the theory of probability
• The law of the supremum of a stable Lévy process with no negative jumps
• Weak convergence of superpositions of randomly selected partial sums

Cited in

(5)

• scientific article; zbMATH DE number 6740120 (Why is no real title available?)
• Max-sum local equivalence of random variables with Farlie-Gumbel-Morgenstern joint distribution
• Extreme value distributions for two kinds of path sums of Markov chain
• Max-sum equivalence of conditionally dependent random variables
• Bounds on the maximum of the density for sums of independent random variables

This page was built for publication: On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q968474)