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.

Язык оригиналарусский
Страницы (с-по)57-61
Число страниц5
ЖурналVestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya
Номер выпуска2
СостояниеОпубликовано - апр 1991

    Предметные области Scopus

  • Математика (все)
  • Физика и астрономия (все)

ID: 75020167