ASYMPTOTIC EXPANSIONS FOR THE MAXIMUM OF RANDOM NUMBER OF RANDOM-VARIABLES

被引：1

作者：

NOVAK, SY ^{[1
]}

机构：

[1] NYU,COURANT INST MATH SCI,NEW YORK,NY 10012

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1994年 / 51卷 / 02期

关键词：

EXTREME VALUE THEORY; RENEWAL PROCESS; LONGEST HEAD RUN;

D O I：

10.1016/0304-4149(94)90047-7

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：

In this article we study the distribution of the maximum of random variables till the corresponding stopping time. We establish an estimate of the rate of convergence as well as the asymptotic expansions in the corresponding limit theorem.

引用

页码：297 / 305

页数：9

共 50 条

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