On the Distribution of the Maximum of Successive Partial Sums of Independent Random Variables

Author:

Arak T. V.

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 9 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. First-Passage Times for Random Walks in the Triangular Array Setting;A Lifetime of Excursions Through Random Walks and Lévy Processes;2021

2. Cramér Type Moderate deviations for the Maximum of Self-normalized Sums;Electronic Journal of Probability;2009-01-01

3. Sharp probability estimates for random walks with barriers;Probability Theory and Related Fields;2008-07-25

4. On the Nonlinear Renewal Theorem;The Annals of Probability;1990-10-01

5. Boundary-value problems, the invariance principle, and large deviations;Russian Mathematical Surveys;1983-08-31

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