Asymptotic behaviour of maxima of normalized biased partial sums of a sequence of independent random variables is studied. The Erdos-Renyi law is early proved when the Cramer's condition is satisfied, i.e. the moment generating function is finite within an interval including zero. The law is generalized to the case of nonidentical random variables. Cramer's condition is not supposed to be fulfilled.

Original languageRussian
Pages (from-to)57-61
Number of pages5
JournalVestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya
Issue number2
StatePublished - Apr 1991

    Scopus subject areas

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

ID: 75020167