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