On the distribution of the maximum of sums of mutually independent and identically distributed random variables
- 1 January 1970
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 2 (2) , 344-354
- https://doi.org/10.2307/1426323
Abstract
Throughout this paper we shall be concerned with a sequence of mutually independent and identically distributed random variables ξ1 ξ2, · · ·, ξn, · · · taking on real values. We shall use the notation ζn = ξ1 + · · · + ξn for n = 1, 2, · · · and ζ0 = 0.Keywords
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