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This article is cited in 4 scientific papers (total in 4 papers)
On the Erdös–Rényi maximum of partial sums
S. Yu. Novak Novosibirsk State University
Abstract:
We study the distribution of the Erdös–Rényi maximum of partial sums (MPS). A limit law is found. In the particular case where MPS is defined over a sequence of Bernoulli random variables $B(\frac12)$, we estimate the rate of convergence to that limit law.
Keywords:
the Erdös–Rényi law, limit theorems.
Received: 26.05.1995
Citation:
S. Yu. Novak, “On the Erdös–Rényi maximum of partial sums”, Teor. Veroyatnost. i Primenen., 42:2 (1997), 274–293; Theory Probab. Appl., 42:2 (1998), 254–270
Linking options:
https://www.mathnet.ru/eng/tvp1803https://doi.org/10.4213/tvp1803 https://www.mathnet.ru/eng/tvp/v42/i2/p274
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