Strong laws of large numbers for the sequence of the maximum of partial sums of i.i.d. random variables
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Publication:5227565
DOI10.19195/0208-4147.39.1.2zbMath1484.60036OpenAlexW3011401499MaRDI QIDQ5227565
Andrew Rosalsky, Shuhua Chang, De Li Li
Publication date: 6 August 2019
Published in: Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.19195/0208-4147.39.1.2
Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)
Cites Work
- An extension of a theorem of Mikosch
- The other law of the iterated logarithm
- On the lower limits of maxima and minima of wiener process and partial sums
- The Limit Points of a Normalized Random Walk
- On the Law of the Iterated Logarithm
- On the Maximum Partial Sums of Sequences of Independent Random Variables
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