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Limiting behaviour of the sum of I.I.D. random variables and its terms of greatest moduli in the case of logarithmic type tall function

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Stability Problems for Stochastic Models

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1412))

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References

  1. Darling D.A. The role of the maximum term in the sum of independent random variables. TransAm.Math.Soc., 1952, 73, 95–107.

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  2. Arov D.Z., Bobrov A.A. The extrem terms of a sample and their role in the sum of independent variables. Theory Probab.Appl., 1960, 5, 377–396.

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  3. Seneta E. Regular varying functions. Lecture Notes in Math., 508, Springer, Berlin, 1976.

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  4. Feller W. An introduction to probability theory and its applications. John Wiley, New York, 1971.

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Vladimir V. Kalashnikov Vladimir M. Zolotarev

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© 1989 Springer-Verlag

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Factorovich, I. (1989). Limiting behaviour of the sum of I.I.D. random variables and its terms of greatest moduli in the case of logarithmic type tall function. In: Kalashnikov, V.V., Zolotarev, V.M. (eds) Stability Problems for Stochastic Models. Lecture Notes in Mathematics, vol 1412. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0084162

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  • DOI: https://doi.org/10.1007/BFb0084162

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