On a Class of Limit Distributions for Normalized Sums of Independent Random Variables
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/1115032
Reference9 articles.
1. On an analytical method in the theory of independent random variables
2. A limit theorem for the maximum of cumulative sums
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1. On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables;Statistics & Probability Letters;2010-05
2. On sums of independent random variables whose distributions belong to the max domain of attraction of max stable laws;Extremes;2010-04-08
3. Stopped Random Walks;Springer Series in Operations Research and Financial Engineering;2009
4. Limiting behavior of delayed sums under a non-identically distribution setup;Anais da Academia Brasileira de Ciências;2008-12
5. Bibliography;Modern Theory of Summation of Random Variables;1997-12-31
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