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

Bulletin of the American Mathematical Society ◽

10.1090/s0002-9904-1947-08766-8 ◽

1947 ◽

Vol 53 (2) ◽

pp. 142-154 ◽

Author(s):

Abraham Wald

Keyword(s):

Limit Distribution ◽

Random Variables ◽

Sums Of Random Variables ◽

Distribution Of The Maximum ◽

Cumulative Sums

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Approximation of the distribution of the maximum of sums of random variables having means that are small in absolute value

Lithuanian Mathematical Journal ◽

10.1007/bf00972227 ◽

1978 ◽

Vol 18 (2) ◽

pp. 165-174

Author(s):

A. K. Aleškevičienė

Keyword(s):

Random Variables ◽

Absolute Value ◽

Sums Of Random Variables ◽

Distribution Of The Maximum

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Distribution of the maximum of sums of random variables belonging to the region of attraction of a stable law

Lithuanian Mathematical Journal ◽

10.1007/bf01417600 ◽

1974 ◽

Vol 14 (4) ◽

pp. 535-549

Author(s):

A. K. Aleškevičienė

Keyword(s):

Random Variables ◽

Region Of Attraction ◽

Sums Of Random Variables ◽

Distribution Of The Maximum

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Moments for cumulative sums of random variables

Czechoslovak Mathematical Journal ◽

10.21136/cmj.1953.100073 ◽

1953 ◽

Vol 03 (1) ◽

pp. 93-108

Author(s):

Karel Winkelbauer

Keyword(s):

Random Variables ◽

Sums Of Random Variables ◽

Cumulative Sums

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On Cumulative Sums of Random Variables

The Annals of Mathematical Statistics ◽

10.1214/aoms/1177731235 ◽

1944 ◽

Vol 15 (3) ◽

pp. 283-296 ◽

Author(s):

Abraham Wald

Keyword(s):

Random Variables ◽

Sums Of Random Variables ◽

Cumulative Sums

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On Limit Distribution of Sums of Random Variables

Journal of Siberian Federal University Mathematics & Physics ◽

10.17516/1997-1397-2016-9-1-17-29 ◽

2016 ◽

Vol 9 (1) ◽

pp. 17-29 ◽

Author(s):

Sergey V. Chebotarev ◽

Keyword(s):

Limit Distribution ◽

Random Variables ◽

Sums Of Random Variables

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On the limit distribution of the maximum of a random number of independent random variables

Acta Mathematica Academiae Scientiarum Hungaricae ◽

10.1007/bf01897148 ◽

1964 ◽

Vol 15 (3-4) ◽

pp. 399-403 ◽

Author(s):

O. Barndorff-Nielsen

Keyword(s):

Limit Distribution ◽

Random Number ◽

Random Variables ◽

Independent Random Variables ◽

Distribution Of The Maximum

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On random walks with jumps scaled by cumulative sums of random variables

Statistics & Probability Letters ◽

10.1016/s0167-7152(97)00039-4 ◽

1997 ◽

Vol 35 (4) ◽

pp. 409-416 ◽

Author(s):

Konstantin Borovkov

Keyword(s):

Random Walks ◽

Random Variables ◽

Sums Of Random Variables ◽

Cumulative Sums

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Some Generalizations of the Theory of Cumulative Sums of Random Variables

The Annals of Mathematical Statistics ◽

10.1214/aoms/1177731092 ◽

1945 ◽

Vol 16 (3) ◽

pp. 287-293 ◽

Author(s):

Abraham Wald

Keyword(s):

Random Variables ◽

Sums Of Random Variables ◽

Cumulative Sums

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Speed of Convergence of the Distribution of the Maximum of Sums of Independent Random Variables to a Limit Distribution

Theory of Probability and Its Applications ◽

10.1137/1111043 ◽

1966 ◽

Vol 11 (3) ◽

pp. 438-441 ◽

Author(s):

B. A. Rogozin

Keyword(s):

Limit Distribution ◽

Random Variables ◽

Independent Random Variables ◽

Speed Of Convergence ◽

Distribution Of The Maximum

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NOTE : A TIME-SEQUENTIAL GAME FOR SUMS OF RANDOM VARIABLES

Journal of the Operations Research Society of Japan ◽

10.15807/jorsj.23.81 ◽

1980 ◽

Vol 23 (1) ◽

pp. 81-90

Author(s):

Minoru Sakaguchi

Keyword(s):

Random Variables ◽

Sums Of Random Variables ◽

Sequential Game

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