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.

引用

页码：266 / 271

页数：6

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