Symmetric random walk
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- by L. A. Shepp PDF
- Trans. Amer. Math. Soc. 104 (1962), 144-153 Request permission
References
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K. L. Chung and J. Fuchs, On the distribution of sums of random variables, Mem. Amer. Math. Soc. No. 6 (1956).
- Z. W. Birnbaum, On random variables with comparable peakedness, Ann. Math. Statistics 19 (1948), 76–81. MR 24099, DOI 10.1214/aoms/1177730293
- B. V. Gnedenko and A. N. Kolmogorov, Limit distributions for sums of independent random variables, Addison-Wesley Publishing Co., Inc., Cambridge, Mass., 1954. Translated and annotated by K. L. Chung. With an Appendix by J. L. Doob. MR 0062975
- G. H. Hardy, J. E. Littlewood, and G. Pólya, Inequalities, Cambridge, at the University Press, 1952. 2d ed. MR 0046395 L. A. Shepp, Recurrent sums of random variables, Thesis, Princeton University, 1961. A. Wintner, Asymptotic distributions and infinite convolutions, Edwards Brothers, Ann Arbor, Mich., 1938.
Additional Information
- © Copyright 1962 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 104 (1962), 144-153
- MSC: Primary 60.66
- DOI: https://doi.org/10.1090/S0002-9947-1962-0139212-4
- MathSciNet review: 0139212