Maximum of cumulative sums for the Cauchy distribution

DOI10.1007/BF01240000zbMath0489.60029OpenAlexW2316006960MaRDI QIDQ1166824

Valeriĭ Borisovich Nevzorov

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1007/bf01240000

zbMATH Keywords

stable random variables

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Related Items

On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema

Cites Work

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• The Maximum of Sums of Stable Random Variables
• Joint Distributions of Random Variables Connected with Fluctuations of a Stable Process
• On the Distribution of the Maximum of Successive Partial Sums of Independent Random Variables
• A limit theorem for random walks with drift
• On the maximum of sums of random variables and the supremum functional for stable processes
• On certain limit theorems of the theory of probability

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