On asymptotic behavior of increments of sums along head runs

DOI10.1023/A:1014597820537zbMath1003.60030OpenAlexW77311071MaRDI QIDQ1603213

R. Smith

Publication date: 25 June 2002

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1014597820537

zbMATH Keywords

strong invarianceErdős-Rényi-Shepp lawhead runsincrements of sumsstrong noninvariance

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Large deviations (60F10)

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