On the limiting behaviour of the mode and median of a sum of independent random variables

DOI10.1214/AOP/1176994717zbMath0442.60049OpenAlexW1988813209MaRDI QIDQ1143714

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Publication date: 1980

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994717

zbMATH Keywords

medianlimit theoremregularly varying tailsmodeindependent and identically distributed random variables

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

Related Items (3)

Defining probability density for a distribution of random functions ⋮ The Kelly system maximizes median fortune ⋮ Bounds of modes and unimodal processes with independent increments

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