On the smallest maximal increment of partial sums of i.i.d. random variables |
| |
| Authors: | Uwe Einmahl David M. Mason |
| |
| Affiliation: | (1) Department of Mathematics, Indiana University, Bloomington, IN 47405, USA , US;(2) Department of Mathematical Sciences, 501 Ewing Hall, University of Delaware, Newark, DE 19716, USA , US |
| |
| Abstract: | Summary. We study the almost sure limiting behavior of the smallest maximal increment of partial sums of independent identically distributed random variables for a variety of increment sizes , where is a sequence of integers satisfying , and going to infinity at various rates. Our aim is to obtain universal results on such behavior under little or no assumptions on the underlying distribution function. Received: 30 August 1995 / In revised form: 27 September 1996 |
| |
| Keywords: | Mathematics Subject Classification (1991):60F15 60E07 |
| 本文献已被 SpringerLink 等数据库收录！ |
|
