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 languageRussian
Pages (from-to)45-48
Number of pages4
JournalVestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya
Issue number4
StatePublished - Oct 1993

    Scopus subject areas

  • Mathematics(all)
  • Physics and Astronomy(all)

ID: 75020338