A class of limit distributions for maximum cumulative sum

DOI10.1007/BF01682804zbMath0517.60020OpenAlexW2067580629MaRDI QIDQ1053344

Valeriĭ Borisovich Nevzorov

Publication date: 1983

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01682804

zbMATH Keywords

limit law for the maximum of cumulative sums

Mathematics Subject Classification ID

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

Cites Work

• The Maximum of Sums of Stable Random Variables
• On the maximum of sums of random variables and the supremum functional for stable processes
• Asymptotic distribution of the maximum cumulative sum of independent random variables
• On certain limit theorems of the theory of probability

This page was built for publication: A class of limit distributions for maximum cumulative sum