Maxima of Independent Sums in the Presence of Heavy Tails

DOI10.1137/S0040585X9798138XzbMATH Open1094.60033OpenAlexW2004917628MaRDI QIDQ5472350

A. V. Lebedev

Publication date: 9 June 2006

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

Full work available at URL: https://doi.org/10.1137/s0040585x9798138x

zbMATH Keywords

sums of i.i.d. random variablesindependent and identically distributed random variables

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Rate of growth of functions, orders of infinity, slowly varying functions (26A12)

Related Items (3)

The influence of sample extremes on the maximum of partial sums of independent random variables ⋮ Maxima of sums and random sums for negatively associated random variables with heavy tails ⋮ On the maximum of randomly weighted sums with regularly varying tails

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