Limit Theorems for Maxima of Sums and Renewal Processes |
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| Authors: | A N Frolov A Martikainen J Steinebach |
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| Institution: | (1) St.Petersburg State University, Russia;(2) Fachbereich Mathematik und Informatik, Philipps-Universität, Hans–Meerwein–Straße, D-35032 Marburg, F. R, Germany |
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| Abstract: | Let {Xi}i=1,2,... be a sequence of i.i.d. random variables, let Sn = X1 + ... + Xn, and let Sn   a.s. We discuss necessary and sufficient conditions for the Kolmogorov and Marcinkiewicz–Zygmund type strong laws of large numbers and for the law of the iterated logarithm for renewal processes defined in two different ways. Bibliography: 16 titles. |
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