On the Speed of Convergence of the Distribution of Maximum Sums of Independent Random Variables

DOI10.1137/1115036zbMath0227.60017OpenAlexW2098217790MaRDI QIDQ5634660

Sergei Nagaev

Publication date: 1971

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

Full work available at URL: https://doi.org/10.1137/1115036

Mathematics Subject Classification ID

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

Related Items (5)

The exact approximation order of the random maximum Of cumulative sums Of independent variables ⋮ Sharp probability estimates for random walks with barriers ⋮ Conditioned rates of convergence in the CLT for sums and maximum sums ⋮ The entropic Erdős-Kac limit theorem ⋮ Examples for the Theory of Strong Stationary Duality with Countable State Spaces

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