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On the asymptotic behavior of the large increments of sums of independent random variables. / Frolov, A. N.

In: Theory of Probability and its Applications, Vol. 47, No. 2, 2003, p. 315-323.

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Frolov, A. N. / On the asymptotic behavior of the large increments of sums of independent random variables. In: Theory of Probability and its Applications. 2003 ; Vol. 47, No. 2. pp. 315-323.

BibTeX

@article{ae7cbcefd21343b6ab3e68e027dae61b,
title = "On the asymptotic behavior of the large increments of sums of independent random variables",
abstract = "We investigate the asymptotic behavior almost surely of the large increments (that is, exceeding in order the logarithm) of sums of nonidentically distributed random variables with zero means, finite variances, and the moment generating functions being finite within an interval with the left end at zero. The theorems obtained generalize the known results of Cs{\"o}rgo and R{\'e}v{\'e}sz.",
keywords = "Erd{\"o}s-R{\'e}nyi law, Increments of sums of independent random variables, Large increments, Shepp law, Strong approximation laws",
author = "Frolov, {A. N.}",
note = "Copyright: Copyright 2008 Elsevier B.V., All rights reserved.",
year = "2003",
doi = "10.1137/S0040585X97979731",
language = "English",
volume = "47",
pages = "315--323",
journal = "Theory of Probability and its Applications",
issn = "0040-585X",
publisher = "Society for Industrial and Applied Mathematics",
number = "2",

}

RIS

TY - JOUR

T1 - On the asymptotic behavior of the large increments of sums of independent random variables

AU - Frolov, A. N.

N1 - Copyright: Copyright 2008 Elsevier B.V., All rights reserved.

PY - 2003

Y1 - 2003

N2 - We investigate the asymptotic behavior almost surely of the large increments (that is, exceeding in order the logarithm) of sums of nonidentically distributed random variables with zero means, finite variances, and the moment generating functions being finite within an interval with the left end at zero. The theorems obtained generalize the known results of Csörgo and Révész.

AB - We investigate the asymptotic behavior almost surely of the large increments (that is, exceeding in order the logarithm) of sums of nonidentically distributed random variables with zero means, finite variances, and the moment generating functions being finite within an interval with the left end at zero. The theorems obtained generalize the known results of Csörgo and Révész.

KW - Erdös-Rényi law

KW - Increments of sums of independent random variables

KW - Large increments

KW - Shepp law

KW - Strong approximation laws

UR - http://www.scopus.com/inward/record.url?scp=0038472168&partnerID=8YFLogxK

U2 - 10.1137/S0040585X97979731

DO - 10.1137/S0040585X97979731

M3 - Article

AN - SCOPUS:0038472168

VL - 47

SP - 315

EP - 323

JO - Theory of Probability and its Applications

JF - Theory of Probability and its Applications

SN - 0040-585X

IS - 2

ER -

ID: 75021407