A limit theorem for the maximum of cumulative sums
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/BF01894687.pdf
Reference3 articles.
1. P. Erdős andKac, On certain limit theorems of the theory of probability,Bull. of Amer. Math. Soc.,62 (1946).
2. O. Barndorff-Nielsen, On the limit distribution of the maximum of a random number of independent random variables,Acta Math. Acad. Sci. Hung.,15 (1964).
3. H. Cramer,Mathematical methods in Statistics.
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