The Influence of the Maximum Term in the Addition of Independent Random Variables
From MaRDI portal
Cites work
Cited in
(75)- The ratio of the extreme to the sum in a random sequence
- What portion of the sample makes a partial sum asymptotically stable or normal?
- On the maximal distance between two renewal epochs
- A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
- On the rate of convergence of the sum of the sample extremes
- Operator stable laws: Series representations and domains of normal attraction
- Nonlinear normalization in Urbanik's convolutions
- Convergence of self-normalized generalized \(U\)-statistics
- Strong approximation of additive functionals
- On the Darling-Mandelbrot probability density and the zeros of some incomplete gamma functions
- On limiting behavior of sums and maxima when tails are slowly varying
- Stratified structure of the Universe and Burgers' equation -- a probabilistic approach
- Self-normalized large deviations
- The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
- Self-normalized Cramér-type large deviations for independent random variables.
- How often does a Harris recurrent Markov chain recur?
- Stability of an M\(|G|1\) queue with thick tails and excess capacity
- Bootstrapping point processes with some applications
- The joint distribution of the sum and maximum of dependent Pareto risks
- Chung-type law of the iterated logarithm for continuous time random walk
- Chover-type laws of the iterated logarithm for continuous time random walks
- Limit theorems for mixed max-sum processes with renewal stopping
- Quantifying closeness of distributions of sums and maxima when tails are fat
- On the distribution of ranked heights of excursions of a Brownian bridge.
- Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic.
- Limit distributions of Studentized means.
- Weak limits for exploratory plots in the analysis of extremes
- Population genetics of neutral mutations in exponentially growing cancer cell populations
- Process convergence of self-normalized sums of i.i.d. random variables coming from domain of attraction of stable distributions
- Randomly trapped random walks on \(\mathbb{Z}^d\)
- Small time convergence of subordinators with regularly or slowly varying canonical measure
- Quenched localisation in the Bouchaud trap model with slowly varying traps
- Tightness and convergence of trimmed Lévy processes to normality at small times
- Mixing limit theorems for ergodic transformations
- Stochastic model for ultraslow diffusion
- Large scale localization of a spatial version of Neveu's branching process
- Reinsurance of large claims
- Asymptotics for ratios with applications to reinsurance
- Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum
- On the extremal theory of continued fractions
- Complexity of anticipated rejection algorithms and the Darling-Mandelbrot distribution
- Universality and extremal aging for dynamics of spin glasses on subexponential time scales
- On the asymptotic normality of self-normalized sums
- Statistics of the longest interval in renewal processes
- scientific article; zbMATH DE number 7227216 (Why is no real title available?)
- Asymptotic normality of lightly trimmed means – a converse
- On the limit distributions of lightly trimmed sums
- The central limit problem for trimmed sums
- Biased random walk on critical Galton-Watson trees conditioned to survive
- Roots of random polynomials whose coefficients have logarithmic tails
- Trimmed stable AR(1) processes
- The strong law of large numbers when extreme terms are excluded from sums
- Convergence in distribution of lightly trimmed and untrimmed sums are equivalent
- Energy cascades as branching processes with emphasis on Neveu's approach to Derrida's random energy model
- Forward Brownian motion
- Limit theorems on the self-normalized range for weakly and strongly dependent processes
- On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically α-stable
- Equidistribution of zeros of random polynomials
- Weak convergence of self-normalized partial sums processes
- The Critical Galton-Watson Process Without Further Power Moments
- Strongly mixing smooth planar vector field without asymptotic directions
- The two-parameter Poisson-Dirichlet point process
- Energy-constrained random walk with boundary replenishment
- Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions
- The central limit theorem for sums of trimmed variables with heavy tails
- An application of Sparre Andersen's fluctuation theorem for exchangeable and sign-invariant random variables
- Moments for self-normalized partial sums
- Branching random walk and log-slowly varying tails
- Distributional representations and dominance of a Lévy process over its maximal jump processes
- Summen unabhängiger Zufallsvariablen, die durch die Maximalterme dominiert werden. (Sums of independent random variables which are dominated by maximal terms)
- Limit laws for power sums and norms of i.i.d. samples
- On convergence of empirical point processes
- On the uniqueness of the maximum of the paths of random walks
- Cluster sets of self-normalized sums
- Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements
This page was built for publication: The Influence of the Maximum Term in the Addition of Independent Random Variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5813557)