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Zapiski Nauchnykh Seminarov POMI, 2013, Volume 412, Pages 207–214 (Mi znsl5650)  

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
Full-text PDF (192 kB) Citations (1)
References:
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
English version:
Journal of Mathematical Sciences (New York), 2015, Volume 204, Issue 1, Pages 134–139
DOI: https://doi.org/10.1007/s10958-014-2191-6
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Lif13}
\by M.~A.~Lifshits
\paper Cyclic behavior of the maximum of sums of independent random variables
\inbook Probability and statistics. Part~19
\serial Zap. Nauchn. Sem. POMI
\yr 2013
\vol 412
\pages 207--214
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl5650}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3073544}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2015
\vol 204
\issue 1
\pages 134--139
\crossref{https://doi.org/10.1007/s10958-014-2191-6}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84925520123}
Linking options:
  • https://www.mathnet.ru/eng/znsl5650
  • https://www.mathnet.ru/eng/znsl/v412/p207
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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