Some local limit results in fluctuation theory-Reference-Cited by-同舟云学术

Some local limit results in fluctuation theory

Published:1967-11 Issue:4 Volume:7 Page:455-464
ISSN:0004-9735
Container-title:Journal of the Australian Mathematical Society
language:en
Short-container-title:J. Aust. Math. Soc.

Author:

Heyde C. C.

Abstract

Let Xi, ι = 1, 2, 3,… be a sequence of independent and identically distributed random variables and write S0 = 0, Sn = ∑ni=1Xi, n ≧ 1. Nn is the number of positive terms in the sequence S0, S1, S2,…, Snn ≧ 0.

Publisher

Cambridge University Press (CUP)

Reference8 articles.

1. Principles of Random Walk

2. On the asymptotic distribution of sums of independent identically distributed random variables

3. On the Influence of Moments on the Asymptotic Distribution of Sums of Random Variables

4. Some Results on Small-Deviation Probability Convergence Rates for Sums of Independent Random Variables

5. On the fluctuations of sums of independent random variables II;Andersen;Math. Scand.,1954

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