The maximum of sums of stable random variables
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- by D. A. Darling
- Trans. Amer. Math. Soc. 83 (1956), 164-169
- DOI: https://doi.org/10.1090/S0002-9947-1956-0080393-6
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References
- L. Bachelier, Les lois des grands nombres du calcul des probabilités, Paris, 1937.
- 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
- Mark Kac and Harry Pollard, The distribution of the maximum of partial sums of independent random variables, Canad. J. Math. 2 (1950), 375–384. MR 36465, DOI 10.4153/cjm-1950-034-9
- Frank Spitzer, A combinatorial lemma and its application to probability theory, Trans. Amer. Math. Soc. 82 (1956), 323–339. MR 79851, DOI 10.1090/S0002-9947-1956-0079851-X
- David Vernon Widder, The Laplace Transform, Princeton Mathematical Series, vol. 6, Princeton University Press, Princeton, N. J., 1941. MR 0005923
Bibliographic Information
- © Copyright 1956 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 83 (1956), 164-169
- MSC: Primary 60.0X
- DOI: https://doi.org/10.1090/S0002-9947-1956-0080393-6
- MathSciNet review: 0080393