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On the range of cumulative sums

  • P. A. P. Moran
Article

Keywords

Good Deal Independent Random Variable Stable Distribution Finite Variance Cauchy Distribution 
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References

  1. [1]
    H. E. Hurst, “Long term storage capacity of reservoirs,”Trans. Amer. Soc. Civil Engrs., 116(1951), 770–808.Google Scholar
  2. [2]
    W. Feller, “The asymptotic distribution of the range of sums of random variables,”Ann. Math. Stat., 22 (1951), 427–432.MathSciNetCrossRefMATHGoogle Scholar
  3. [3]
    F. Pollaczek, “Fonctions charactéristiques de certaines répartitions définies au moyen de la notion d’ordre,”C. R. Acad. Paris, 234 (1952), 2334–2336.MathSciNetMATHGoogle Scholar
  4. [4]
    F. Spitzer, “A combinatorial lemma and its application to probability theory,”Trans. Amer. Math. Soc., 82 (1956), 323–339.MathSciNetCrossRefMATHGoogle Scholar

Copyright information

© Institute of Statistical Mathematics 1964

Authors and Affiliations

  • P. A. P. Moran
    • 1
  1. 1.The Australian National UniversityCanberra

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