Limit Laws of Erdos - Renyi - Shepp Type

نویسنده

  • LUC DEVROYE
چکیده

Tn = max1_< 0 is a given constant . We assume that the random variables X i are centered and have a finite moment generating function in a right neighborhood of zero, and obtain among other results the full form of the Erdos-Renyi (1970) and Shepp (1964) theorems . Our conditions extend those of Deheuvels, Devroye and Lynch (1986) to cover a larger class of distributions .

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تاریخ انتشار 2003