Matematicheskie Zametki
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Forthcoming papers
Archive
Impact factor
Guidelines for authors
License agreement
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Mat. Zametki:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Matematicheskie Zametki, 2005, Volume 77, Issue 4, Pages 544–550
DOI: https://doi.org/10.4213/mzm2516 (Mi mzm2516) 		 
This article is cited in 5 scientific papers (total in 5 papers)

General scheme of maxima of sums of independent random variables and its applications

A. V. Lebedev

M. V. Lomonosov Moscow State University
Full-text PDF (199 kB) Citations (5)
References:
PDF
HTML
DOI: https://doi.org/10.4213/mzm2516
Abstract: A general scheme of maxima of sums of independent random variables is introduced. We prove a theorem on the convergence of the maxima in probability. We study its applications to large jumps in random walks and to extrema of shot-noise fields in the case of regularly varying tails. Nondegenerate limiting laws are obtained.
Received: 05.05.2003
Revised: 21.06.2004
English version:
Mathematical Notes, 2005, Volume 77, Issue 4, Pages 503–509
DOI: https://doi.org/10.1007/s11006-005-0050-y
Bibliographic databases:
UDC: 519.214.4
Language: Russian
Citation: A. V. Lebedev, “General scheme of maxima of sums of independent random variables and its applications”, Mat. Zametki, 77:4 (2005), 544–550; Math. Notes, 77:4 (2005), 503–509
Citation in format AMSBIB
\Bibitem{Leb05}
\by A.~V.~Lebedev
\paper General scheme of maxima of sums of independent random variables and its applications
\jour Mat. Zametki
\yr 2005
\vol 77
\issue 4
\pages 544--550
\mathnet{http://mi.mathnet.ru/mzm2516}
\crossref{https://doi.org/10.4213/mzm2516}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2178022}
\zmath{https://zbmath.org/?q=an:1073.60053}
\elib{https://elibrary.ru/item.asp?id=9155806}
\transl
\jour Math. Notes
\yr 2005
\vol 77
\issue 4
\pages 503--509
\crossref{https://doi.org/10.1007/s11006-005-0050-y}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000228965300021}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-20244373485}
Linking options:
  • https://www.mathnet.ru/eng/mzm2516
  • https://doi.org/10.4213/mzm2516
  • https://www.mathnet.ru/eng/mzm/v77/i4/p544
    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Математические заметки Mathematical Notes
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024