Limit Theorems for Maxima of Independent Random Sums

DOI10.1137/S0040585X9797777XzbMath0969.60035OpenAlexW2062798080MaRDI QIDQ2711142

Alexey V. Lebedev

Publication date: 2 May 2001

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x9797777x

zbMATH Keywords

random sumsasymptotic normalitylimit theoremsmaximaEdgeworth expansionmatrix normsweak limit theoremsums of random variablesrandom matrix norms

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (2)

General scheme of maxima of sums of independent random variables and its applications ⋮ Limit theorems for maxima of some dependent random sums

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