Distribution of the supremum of sums of independent variables with negative drift

DOI10.1007/BF01098358zbMath0419.60055OpenAlexW2069572776MaRDI QIDQ1132459

Mikhail S. Sgibnev

Publication date: 1978

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01098358

zbMATH Keywords

asymptotic behaviorbehavior at infinitysums of independent variables

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05)

Cites Work

• An Estimate of the Remainder Term in Limit Theorems of Renewal Theory
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