On the Distribution of the Maximum of Successive Partial Sums of Independent Random Variables

DOI10.1137/1119032zbMath0321.60044OpenAlexW1971161384MaRDI QIDQ4084495

Unnamed Author

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1137/1119032

Mathematics Subject Classification ID

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

Related Items (7)

First-passage times for random walks with nonidentically distributed increments ⋮ Sharp probability estimates for random walks with barriers ⋮ Maximum of cumulative sums for the Cauchy distribution ⋮ On the lower limits of maxima and minima of wiener process and partial sums ⋮ Estimates of speed of convergence in limit theorems for first passage times ⋮ First-passage times for random walks in the triangular array setting ⋮ Equivalence of rates of convergence in the CLT between maximum partial sums and first passage times of random walks

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