Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
Let (Xi", Yi) be a sequence of i.i.cl. random vectors where {Xi} are gains and {Yi} are indicators of successes in repetitions of a game of heads and tails. Put, S0 = 0, Sk = X1+ ⋯ + Xk, and let I{.} denote the indicator function of the event in brackets. Then MN = Max0≦l<m≦N (Sm - Sl+1) I{Yl+1N = ⋯ = Ym = 1} is the maximal gain over sequences of successes without interruptions ("head runs"). We derive necessary and sufficient conditions for strong laws of large numbers for MN and find rates of convergence in these laws.
Язык оригинала | английский |
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Страницы (с-по) | 165-181 |
Число страниц | 17 |
Журнал | Studia Scientiarum Mathematicarum Hungarica |
Том | 34 |
Номер выпуска | 1-3 |
Состояние | Опубликовано - 1998 |
ID: 75020618