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On the distribution of the maximum of sums of mutually independent and identically distributed random variables

Published online by Cambridge University Press:  01 July 2016

Lajos Takács
Lajos Takács*
Affiliation:
Case Western Reserve University
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Extract

Throughout this paper we shall be concerned with a sequence of mutually independent and identically distributed random variables ξ1 ξ2, · · ·, ξn, · · · taking on real values. We shall use the notation ζn = ξ1 + · · · + ξn for n = 1, 2, · · · and ζ0 = 0.

Type
Research Article
Information
Advances in Applied Probability , Volume 2 , Issue 2 , Autumn 1970 , pp. 344 - 354
Copyright
Copyright © Applied Probability Trust 1970 

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References

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