A note on the distributions of the maximum of linear Bernoulli processes

被引：1
|
作者：
Bobkov, Sergey G. [1 ]
机构：
[1] Univ Minnesota, Sch Math, Minneapolis, MN 55455 USA
来源：
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2008年 / 13卷
关键词：
linear Bernoulli processes; distribution of the maximum;
D O I：
10.1214/ECP.v13-1375
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 give a characterization of the family of all probability measures on the extended line (−∞, +∞], which may be obtained as the distribution of the maximum of some linear Bernoulli process. © 2008 Applied Probability Trust.
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页码：266 / 271
页数：6
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