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Zapiski Nauchnykh Seminarov POMI, 2001, Volume 278, Pages 248–260
(Mi znsl1446)
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This article is cited in 3 scientific papers (total in 3 papers)
On asymptotic behaviour of increments of sums over increasing runs
A. N. Frolov Saint-Petersburg State University
Abstract:
We investigate the almost sure asymptotic behaviour of increments of sums of i.i.d. random variables over increasing runs in associate sequence. The Shepp law, the Erdős–Rényi law and the Csörgő–Révész laws are obtained for increments of sums over increasing runs formed by random variables which take its values in a fixed interval.
Received: 15.12.2000
Citation:
A. N. Frolov, “On asymptotic behaviour of increments of sums over increasing runs”, Probability and statistics. Part 4, Zap. Nauchn. Sem. POMI, 278, POMI, St. Petersburg, 2001, 248–260; J. Math. Sci. (N. Y.), 118:6 (2003), 5650–5657
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https://www.mathnet.ru/eng/znsl1446 https://www.mathnet.ru/eng/znsl/v278/p248
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Abstract page: | 206 | Full-text PDF : | 53 |
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