Geodesic
On the Erd\"os--R\'enyi maximum of partial sums
Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 2, pp. 274-293

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We study the distribution of the Erdös–Rényi maximum of partial sums (MPS). A limit law is found. In the particular case where MPS is defined over a sequence of Bernoulli random variables $B(\frac12)$, we estimate the rate of convergence to that limit law.
Keywords: the Erdös–Rényi law, limit theorems. 
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     author = {S. Yu. Novak},
     title = {On the {Erd\"os--R\'enyi} maximum of partial sums},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {274--293},
     publisher = {mathdoc},
     volume = {42},
     number = {2},
     year = {1997},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1997_42_2_a3/}
}
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S. Yu. Novak. On the Erd\"os--R\'enyi maximum of partial sums. Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 2, pp. 274-293. http://geodesic.mathdoc.fr/item/TVP_1997_42_2_a3/