Local Theorems and Moments for Maxima of Sums of Bounded Lattice Components
Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 1, pp. 108-110
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Let $\xi_1,\xi_2,\dots$ – independent lattice random variables; $|\xi_k|, $\bar s_n=\max_{1\leq\nu\leq n}(0,\xi _1+,\xi _2+\cdots+\xi _\nu)$. The formulas for $\mathbf P({s_n=x})$ and for the first moments $\bar s_n$ are obtained in the note.
@article{TVP_1961_6_1_a10,
author = {A. A. Borovkov},
title = {Local {Theorems} and {Moments} for {Maxima} of {Sums} of {Bounded} {Lattice} {Components}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {108--110},
year = {1961},
volume = {6},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1961_6_1_a10/}
}
A. A. Borovkov. Local Theorems and Moments for Maxima of Sums of Bounded Lattice Components. Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 1, pp. 108-110. http://geodesic.mathdoc.fr/item/TVP_1961_6_1_a10/