Maxima of partial sums of independent random variables

DOI10.1007/BF00536625zbMath0255.60017MaRDI QIDQ5670015

William E. Pruitt, Naresh C. Jain

Publication date: 1973

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Related Items (11)

On the other law of the iterated logarithm ⋮ On almost sure limit inferior for \(B\)-valued stochastic processes and applications ⋮ On the other LIL for variables without finite variance ⋮ Lower functions for processes with stationary independent increments ⋮ Lower functions for asymmetric Lévy processes ⋮ Wiener-Hopf equations and their applications in probability theory ⋮ Random walk in mixed random environment without uniform ellipticity ⋮ Small deviations for the Poisson process ⋮ Small deviations for the Poisson process ⋮ On the lower limits of maxima and minima of wiener process and partial sums ⋮ A Donsker-Varadhan type of invariance principle

Cites Work

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• On the Maximum Partial Sums of Sequences of Independent Random Variables
• On the tail behavior of sums of independent random variables
• Lower functions for increasing random walks and subordinators
• Some Remarks on Asymmetric Processes
• On the Maximum Partial Sums of Sequences of Independent Random Variables

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