On the Erdos-Renyi maximum of partial sums

被引：2

作者：

Novak, SY ^{[1
]}

机构：

[1] Novosibirsk State Univ, Novosibirsk 630090, Russia

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 1998年 / 42卷 / 02期

关键词：

the Erdos-Renyi law; limit theorems;

D O I：

10.1137/S0040585X97976118

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study the distribution of the Erdos-Renyi maximum of partial sums (MPS). A limit law is found. In the particular case where MPS is defined over a sequence of Bernoulli random variables B(1/2), we estimate the rate of convergence to that limit law.

引用

页码：254 / 270

页数：17

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