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Teoriya Veroyatnostei i ee Primeneniya, 1970, Volume 15, Issue 3, Pages 377–418
(Mi tvp1853)
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This article is cited in 37 scientific papers (total in 37 papers)
On factorization identities and properties of the distribution of the sequential sums supremum
A. A. Borovkov Novosibirsk
Abstract:
The paper consists of two parts. The first one is mostly of surveying character and in particular, treats analytical methods of obtaining multiparametrical factorization identities. These methods, being simple enough, seem to contain more possibilities in comparison with direct probabilistic approaches.
The second part treats the investigation of properties of the sequential sums supremum of independent identically distributed random variables.
Received: 23.10.1969
Citation:
A. A. Borovkov, “On factorization identities and properties of the distribution of the sequential sums supremum”, Teor. Veroyatnost. i Primenen., 15:3 (1970), 377–418; Theory Probab. Appl., 15:2 (1970), 359–402
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Abstract page: | 321 | Full-text PDF : | 160 |
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