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The Distribution of the Maximum of Partial Sums of Independent Random Variables

Published online by Cambridge University Press:  20 November 2018

Mark Kac  and
Harry Pollard
Mark Kac
Affiliation:
Cornell University
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1. The problem. It has been shown [1] that if Xi, + X2, … are independent random variables each of density then

(1.1)

Type
Research Article
Information
Canadian Journal of Mathematics , Volume 2 , 1950 , pp. 375 - 384
Copyright
Copyright © Canadian Mathematical Society 1950

References

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