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Zapiski Nauchnykh Seminarov POMI, 2001, Volume 278, Pages 261–274 (Mi znsl1447)  

This article is cited in 4 scientific papers (total in 4 papers)

Limit theorems for maxima of sums and renewal processes

A. N. Frolova, A. I. Martikainena, J. Steinebachb

a Saint-Petersburg State University
b Fachbereich Mathematik und Informatik, Philipps–Universität Marburg
Full-text PDF (198 kB) Citations (4)
Abstract: Let $~\{X_i\}_{i=1,2,\dots}~$ be a sequence of  i.i.d. random variables, $S_n=X_1+\dots+X_n$, and $S_n\to+\infty$ a.s. We discuss necessary and sufficient conditions for the Kolmogorov and Marcinkiewicz–Zygmund type strong laws of large numbers and for the law of the iterated logarithm for renewal processes defined in two different ways.
Received: 29.05.2001
English version:
Journal of Mathematical Sciences (New York), 2003, Volume 118, Issue 6, Pages 5658–5666
DOI: https://doi.org/10.1023/A:1026107009944
Bibliographic databases:
UDC: 519.2
Language: English
Citation: A. N. Frolov, A. I. Martikainen, J. Steinebach, “Limit theorems for maxima of sums and renewal processes”, Probability and statistics. Part 4, Zap. Nauchn. Sem. POMI, 278, POMI, St. Petersburg, 2001, 261–274; J. Math. Sci. (N. Y.), 118:6 (2003), 5658–5666
Citation in format AMSBIB
\Bibitem{FroMarSte01}
\by A.~N.~Frolov, A.~I.~Martikainen, J.~Steinebach
\paper Limit theorems for maxima of sums and renewal processes
\inbook Probability and statistics. Part~4
\serial Zap. Nauchn. Sem. POMI
\yr 2001
\vol 278
\pages 261--274
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl1447}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1874378}
\zmath{https://zbmath.org/?q=an:1073.60031}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2003
\vol 118
\issue 6
\pages 5658--5666
\crossref{https://doi.org/10.1023/A:1026107009944}
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  • https://www.mathnet.ru/eng/znsl/v278/p261
  • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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