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Zapiski Nauchnykh Seminarov POMI, 2013, Volume 412, Pages 207–214
(Mi znsl5650)
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This article is cited in 1 scientific paper (total in 1 paper)
Cyclic behavior of the maximum of sums of independent random variables
M. A. Lifshitsab a St. Petersburg State University, St. Petersburg, Russia
b MAI, Linköping University, Linköping, Sweden
Abstract:
In a recent author's work the cyclic behavior of maxima in a hierarchical summation scheme was discovered. In the present note we show how the same phenomenon appears in the scheme of conventional summation: the distribution of maximum of $2^n$ independent copies of a sum of $n$ i.i.d. random variables approaches, as $n$ grows, some helix in the space of distributions.
Key words and phrases:
distribution of maximum, sums of independent random variables, large deviations, cyclic limit theorem.
Received: 02.12.2012
Citation:
M. A. Lifshits, “Cyclic behavior of the maximum of sums of independent random variables”, Probability and statistics. Part 19, Zap. Nauchn. Sem. POMI, 412, POMI, St. Petersburg, 2013, 207–214; J. Math. Sci. (N. Y.), 204:1 (2015), 134–139
Linking options:
https://www.mathnet.ru/eng/znsl5650 https://www.mathnet.ru/eng/znsl/v412/p207
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Abstract page: | 253 | Full-text PDF : | 44 | References: | 50 |
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