On an asymptotic behaviour of increments of independent random variables sums

Standard

On an asymptotic behaviour of increments of independent random variables sums. / Frolov, A. N.

In: Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya, No. 4, 10.1993, p. 45-48.

Research output: Contribution to journal › Article › peer-review

Harvard

Frolov, AN 1993, 'On an asymptotic behaviour of increments of independent random variables sums', Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya, no. 4, pp. 45-48.

APA

Frolov, A. N. (1993). On an asymptotic behaviour of increments of independent random variables sums. Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya, (4), 45-48.

Vancouver

Frolov AN. On an asymptotic behaviour of increments of independent random variables sums. Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya. 1993 Oct;(4):45-48.

Author

Frolov, A. N. / On an asymptotic behaviour of increments of independent random variables sums. In: Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya. 1993 ; No. 4. pp. 45-48.

BibTeX

@article{2c49ef628f194181b8f72bc16fb67d51,

title = "On an asymptotic behaviour of increments of independent random variables sums",

abstract = "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.",

author = "Frolov, {A. N.}",

year = "1993",

month = oct,

language = "русский",

pages = "45--48",

journal = "ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. МАТЕМАТИКА. МЕХАНИКА. АСТРОНОМИЯ",

issn = "1025-3106",

publisher = "Издательство Санкт-Петербургского университета",

number = "4",

}

RIS

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T1 - On an asymptotic behaviour of increments of independent random variables sums

AU - Frolov, A. N.

PY - 1993/10

Y1 - 1993/10

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=0027686937&partnerID=8YFLogxK

M3 - статья

AN - SCOPUS:0027686937

SP - 45

EP - 48

JO - ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. МАТЕМАТИКА. МЕХАНИКА. АСТРОНОМИЯ

JF - ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. МАТЕМАТИКА. МЕХАНИКА. АСТРОНОМИЯ

SN - 1025-3106

IS - 4

ER -

ID: 75020338