On the Supremum of $S_n/n$
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Publication:5633376
DOI10.1214/aoms/1177696723zbMath0226.60067OpenAlexW1971213411MaRDI QIDQ5633376
Lawrence A. Shepp, B. J. McCabe
Publication date: 1970
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177696723
Related Items (7)
Martingales in the Limit and Amarts ⋮ Moment Convergence of Reciprocals of some First Passage Times ⋮ On the prophet inequality for subadditive processes ⋮ Contribution to the optimal stopping problem ⋮ Stopping rules and tactics for processes indexed by a directed set ⋮ On moments of the supremum of normed partial sums of random variables indexed by \(N^ k\) ⋮ Moments of the maximum of normed partial sums of random variables with multidimensional indices
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