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A class of limit distributions for maximum cumulative sum
Authors:V. B. Nevzorov
Abstract:
Let X1, X2, ... be a sequence of independent identically distributed random variables with zero mathematical expectation and finite variances. So=0 and Sn=∑ i=1 n Xi. It is proved that is the limit distribution function of the normalized random variable a(k, n)} for some sequence of centering constants a (k,n).
Keywords:
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