Skip to Main Content

Transactions of the American Mathematical Society

Published by the American Mathematical Society since 1900, Transactions of the American Mathematical Society is devoted to longer research articles in all areas of pure and applied mathematics.

ISSN 1088-6850 (online) ISSN 0002-9947 (print)

The 2020 MCQ for Transactions of the American Mathematical Society is 1.48.

What is MCQ? The Mathematical Citation Quotient (MCQ) measures journal impact by looking at citations over a five-year period. Subscribers to MathSciNet may click through for more detailed information.

 

Some one-sided theorems on the tail distribution of sample sums with applications to the last time and largest excess of boundary crossings
HTML articles powered by AMS MathViewer

by Y. S. Chow and T. L. Lai PDF
Trans. Amer. Math. Soc. 208 (1975), 51-72 Request permission

Abstract:

In this paper, we prove certain one-sided Paley-type inequalities and use them to study the convergence rates for the tail probabilities of sample sums. We then apply our results to find the limiting moments and the limiting distribution of the last time and the largest excess of boundary crossings for the sample sums, generalizing the results previously obtained by Robbins, Siegmund and Wendel. Certain one-sided limit theorems for delayed sums are also obtained and are applied to study the convergence rates of tail probabilities.
References
Similar Articles
  • Retrieve articles in Transactions of the American Mathematical Society with MSC: 60G50
  • Retrieve articles in all journals with MSC: 60G50
Additional Information
  • © Copyright 1975 American Mathematical Society
  • Journal: Trans. Amer. Math. Soc. 208 (1975), 51-72
  • MSC: Primary 60G50
  • DOI: https://doi.org/10.1090/S0002-9947-1975-0380973-6
  • MathSciNet review: 0380973