Research output: Contribution to journal › Article › peer-review
A sequence of independent non-identically distributed random variables is considered. Asymptotical behavior with probability 1 of maximal increments of theirs sums is studied. Exact convergence rates in the Erdos-Renyi law are found, and the Shepp law is proved. A version of the Erdos-Renyi law is obtained when Cramer's condition is replaced by the Linnik's condition from the probability theory of large deviations. The behavior of increments of different lengths is studied.
| Original language | Russian |
|---|---|
| Pages (from-to) | 45-48 |
| Number of pages | 4 |
| Journal | Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya |
| Issue number | 4 |
| State | Published - Oct 1993 |
ID: 75020338