Which i.i.d. sums are recurrently dominated by their maximal terms?

DOI10.1007/BF01047571zbMath0777.60066MaRDI QIDQ1210335

Rainer Wittmann, Michael J. Klass

Publication date: 15 December 1993

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

random walkssymmetric random walks

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50)

Related Items (4)

Stability of perpetuities ⋮ Distributional representations and dominance of a Lévy process over its maximal jump processes ⋮ Renewal theorems and stability for the reflected process ⋮ Finiteness of integrals of functions of Lévy processes

Cites Work

• Unnamed Item
• Summen unabhängiger Zufallsvariablen, die durch die Maximalterme dominiert werden. (Sums of independent random variables which are dominated by maximal terms)
• The growth of random walks and Levy processes
• The Strong Law of Large Numbers When the Mean is Undefined
• The Limit Points of a Normalized Random Walk

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