Limit distribution of the maximum and minimum of successive cumulative sums of random variables

DOI10.1090/S0002-9904-1947-08766-8zbMath0032.29003OpenAlexW1985157500MaRDI QIDQ5790300

A. Wald

Publication date: 1947

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9904-1947-08766-8

zbMATH Keywords

Probability theory

Related Items (4)

Weak convergence of random sums and maximum random sums under nonrandom norming ⋮ On the distribution of the maximum of successive cumulative sums of independently but not identically distributed chance variables ⋮ On the theory of order statistics ⋮ The asymptotic behavior of extrema of compound Cox processes with nonzero means

Cites Work

• Random Walk in the Presence of Absorbing Barriers
• Sequential Tests of Statistical Hypotheses
• On certain limit theorems of the theory of probability
• On Cumulative Sums of Random Variables

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