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Zapiski Nauchnykh Seminarov POMI, 2001, Volume 278, Pages 261–274
(Mi znsl1447)
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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
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
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
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https://www.mathnet.ru/eng/znsl1447 https://www.mathnet.ru/eng/znsl/v278/p261
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Abstract page: | 269 | Full-text PDF : | 79 |
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