Asymptotic expansions for the distribution function of the maximum of a sum of independent identically distributed random quantities

DOI10.1007/BF00967303zbMath0212.20505MaRDI QIDQ2544532

Sergei Nagaev

Publication date: 1970

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

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items

The Euler-Maclaurin formula for functions with singularities, Maxima of sums of random variables and suprema of stable processes, Complete asymptotic expansions for lower (upper) continuous random walks with two boundaries, On calculation of moments of ladder heights

Cites Work

• Estimating the rate of convergence for the distribution of the maximum sums of independent random quantities
• A Combinatorial Lemma and Its Application to Probability Theory
• Unnamed Item
• Unnamed Item