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Volumn 86, Issue 2, 2000, Pages 307-322

Maxima of increments of partial sums for certain subexponential distributions

Author keywords

A.s. convergence; Independent random variables; Limit theorem; Maxima of increments; Partial sums; Primary 60 F 15; Secondary 60 G 70; Subexponential distributions

Indexed keywords


EID: 0042708734     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00100-3     Document Type: Article
Times cited : (15)

References (14)
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    • Some results on increments of the Wiener process with applications to lag sums of i.i.d. random variables
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    • Hanson, D.L.1    Russo, R.P.2
  • 7
    • 84996134651 scopus 로고    scopus 로고
    • An almost sure limit theorem for moving averages of random variables between the strong law of large numbers and the Erdös-Rényi law
    • Lanzinger, H., 1998. An almost sure limit theorem for moving averages of random variables between the strong law of large numbers and the Erdös-Rényi law. In: ESAIM, Probab. Statist. 2, 163-183.
    • (1998) In: ESAIM, Probab. Statist. , vol.2 , pp. 163-183
    • Lanzinger, H.1
  • 8
    • 85037493153 scopus 로고    scopus 로고
    • A law of the single logarithm for moving averages of random variables under exponential moment conditions
    • to appear
    • Lanzinger, H., 1999. A law of the single logarithm for moving averages of random variables under exponential moment conditions. Studia Math. Sci. Hungarica, to appear.
    • (1999) Studia Math. Sci. Hungarica
    • Lanzinger, H.1
  • 9
    • 0000895088 scopus 로고
    • Large deviations of sums of independent random variables
    • Nagaev S.V. Large deviations of sums of independent random variables. Ann. Probab. 7:1979;745-789.
    • (1979) Ann. Probab. , vol.7 , pp. 745-789
    • Nagaev, S.V.1
  • 10
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    • On a bound for the probability of large deviations (in Russian);
    • Zzdat Fan Uzbek., Tashkent 190
    • Nagaev, S.V., Sagojan, S.K., 1976. On a bound for the probability of large deviations (in Russian); In: Limit theorems of mathematical statistics. Zzdat Fan Uzbek., Tashkent, 132-140, 190.
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    • Nagaev, S.V.1    Sagojan, S.K.2
  • 13
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    • On a conjecture of Révész and its analogue for renewal processes
    • In: Szyszkowicz, B. (Ed.), Amsterdam, North Holland/Elsevier
    • Steinebach, J., 1998. On a conjecture of Révész and its analogue for renewal processes. In: Szyszkowicz, B. (Ed.), Asymptotic Methods in Probability and Statistics. ICAMPS 197. Amsterdam, North Holland/Elsevier, pp. 311-322.
    • (1998) Asymptotic Methods in Probability and Statistics. ICAMPS 197 , pp. 311-322
    • Steinebach, J.1
  • 14
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    • On a conjecture of Révész
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    • Shao, Q.-M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.