Estimating the rate of convergence for the distribution of the maximum sums of independent random quantities

DOI10.1007/BF01078334zbMath0214.18105OpenAlexW1983817511MaRDI QIDQ2545275

Sergei Nagaev

Publication date: 1969

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

Full work available at URL: https://eudml.org/doc/60651

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Limit theorems in probability theory (60F99)

Related Items (7)

Local limit theorems for the density of the maximum of sums of independent random variables ⋮ Maxima of sums of random variables and suprema of stable processes ⋮ Local limit theorem for the maximum of asymptotically stable random walks ⋮ The entropic Erdős-Kac limit theorem ⋮ Local limit theorems for first-passage time through a barrier ⋮ Local limit theorems for the probability of large deviations for the maximum of sums of independent random variables ⋮ Asymptotic expansions for the distribution function of the maximum of a sum of independent identically distributed random quantities

Cites Work

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• On the asymptotic distribution of sums of independent identically distributed random variables
• A Combinatorial Lemma and Its Application to Probability Theory
• Asymptotic distribution of the maximum cumulative sum of independent random variables
• Classes of sequences of positive numbers

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