Limit distribution of the maximum and minimum of successive cumulative sums of random variables
HTML articles powered by AMS MathViewer
- by Abraham Wald PDF
- Bull. Amer. Math. Soc. 53 (1947), 142-153
References
- P. Erdös and M. Kac, On certain limit theorems of the theory of probability, Bull. Amer. Math. Soc. 52 (1946), 292–302. MR 15705, DOI 10.1090/S0002-9904-1946-08560-2
- Abraham Wald, On cumulative sums of random variables, Ann. Math. Statistics 15 (1944), 283–296. MR 10927, DOI 10.1214/aoms/1177731235
- A. Wald, Sequential tests of statistical hypotheses, Ann. Math. Statistics 16 (1945), 117–186. MR 13275, DOI 10.1214/aoms/1177731118
- M. Kac, Random walk in the presence of absorbing barriers, Ann. Math. Statistics 16 (1945), 62–67. MR 11917, DOI 10.1214/aoms/1177731171
Additional Information
- Journal: Bull. Amer. Math. Soc. 53 (1947), 142-153
- DOI: https://doi.org/10.1090/S0002-9904-1947-08766-8
- MathSciNet review: 0019855