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Teoriya Veroyatnostei i ee Primeneniya, 2002, Volume 47, Issue 2, Pages 366–374
DOI: https://doi.org/10.4213/tvp3668 (Mi tvp3668) 		 
This article is cited in 6 scientific papers (total in 6 papers)

Short Communications

On the asymptotic behavior of the large increments of sums of independent random variables

A. N. Frolov

Saint-Petersburg State University
Full-text PDF (906 kB) Citations (6)
DOI: https://doi.org/10.4213/tvp3668
Abstract: We investigate the asymptotic behavior almost surely of the large increments (that is, exceeding in order the logarithm) of sums of nonidentically distributed random variables with zero means, finite variances, and the moment generating functions being finite within an interval with the left end at zero. The theorems obtained generalize the known results of Csorgo and Revesz.
Keywords: increments of sums of independent random variables, large increments, strong approximation laws, Erdos–Renyi law, Shepp law.
Received: 04.09.1999
English version:
Theory of Probability and its Applications, 2003, Volume 47, Issue 2, Pages 315–323
DOI: https://doi.org/10.1137/S0040585X97979731
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. N. Frolov, “On the asymptotic behavior of the large increments of sums of independent random variables”, Teor. Veroyatnost. i Primenen., 47:2 (2002), 366–374; Theory Probab. Appl., 47:2 (2003), 315–323
Citation in format AMSBIB
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\jour Theory Probab. Appl.
\yr 2003
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\pages 315--323
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  • https://doi.org/10.4213/tvp3668
  • https://www.mathnet.ru/eng/tvp/v47/i2/p366
    • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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