Geodesic
Exactness of a limit theorem for maxima of independent random sums in the case of zero asymmetry
Teoriâ veroâtnostej i ee primeneniâ, Tome 55 (2010) no. 2, pp. 357-362 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{TVP_2010_55_2_a8,
     author = {T. V. Kuznetsova},
     title = {Exactness of a limit theorem for maxima of independent random sums in the case of zero asymmetry},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {357--362},
     year = {2010},
     volume = {55},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2010_55_2_a8/}
}
TY  - JOUR
AU  - T. V. Kuznetsova
TI  - Exactness of a limit theorem for maxima of independent random sums in the case of zero asymmetry
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2010
SP  - 357
EP  - 362
VL  - 55
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/TVP_2010_55_2_a8/
LA  - ru
ID  - TVP_2010_55_2_a8
ER  - 
%0 Journal Article
%A T. V. Kuznetsova
%T Exactness of a limit theorem for maxima of independent random sums in the case of zero asymmetry
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2010
%P 357-362
%V 55
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_2010_55_2_a8/
%G ru
%F TVP_2010_55_2_a8
T. V. Kuznetsova. Exactness of a limit theorem for maxima of independent random sums in the case of zero asymmetry. Teoriâ veroâtnostej i ee primeneniâ, Tome 55 (2010) no. 2, pp. 357-362. http://geodesic.mathdoc.fr/item/TVP_2010_55_2_a8/

[1] Lebedev A. V., “Predelnye teoremy dlya maksimumov nezavisimykh sluchainykh summ”, Teoriya veroyatn. i ee primen., 44:3 (1999), 631–633 | MR | Zbl

[2] Feller V., Vvedenie v teoriyu veroyatnostei i ee prilozheniya, v. 2, Mir, M., 1984, 752 pp. | MR

[3] Lidbetter M., Lindgren G., Rotsen Kh., Ekstremumy sluchainykh posledovatelnostei i protsessov, Mir, M., 1989, 391 pp. | MR

[4] Galambosh Ya., Asimptoticheskaya teoriya ekstremalnykh poryadkovykh statistik, Nauka, M., 1984, 303 pp. | MR

[5] Shiryaev A. N., Veroyatnost-1, MTsNMO, M., 2007, 551 pp.

[6] Shiryaev A. N., Osnovy stokhasticheskoi finansovoi matematiki, v. 1, Fazis, M., 1998, 489 pp.