Research output: Contribution to journal › Article › peer-review
On the Erdos-Renyi law of large numbers for non-identically distributed random variables when Cramer's condition is violated. / Frolov, A. N.
In: Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya, No. 2, 04.1991, p. 57-61.Research output: Contribution to journal › Article › peer-review
}
TY - JOUR
T1 - On the Erdos-Renyi law of large numbers for non-identically distributed random variables when Cramer's condition is violated
AU - Frolov, A. N.
N1 - Copyright: Copyright 2004 Elsevier Science B.V., Amsterdam. All rights reserved.
PY - 1991/4
Y1 - 1991/4
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=0026150023&partnerID=8YFLogxK
M3 - статья
AN - SCOPUS:0026150023
SP - 57
EP - 61
JO - ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. МАТЕМАТИКА. МЕХАНИКА. АСТРОНОМИЯ
JF - ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. МАТЕМАТИКА. МЕХАНИКА. АСТРОНОМИЯ
SN - 1025-3106
IS - 2
ER -
ID: 75020167