Limit theorems for maxima of sums and renewal processes
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 4, Tome 278 (2001), pp. 261-274
Voir la notice de l'article provenant de la source Math-Net.Ru
Let $~\{X_i\}_{i=1,2,\dots}~$ be a sequence of i.i.d. random variables, $S_n=X_1+\dots+X_n$, and
$S_n\to+\infty$ a.s. We discuss necessary and sufficient conditions for the Kolmogorov and Marcinkiewicz–Zygmund type strong laws of large numbers and for the law of the iterated logarithm for renewal processes defined in two different ways.
@article{ZNSL_2001_278_a15,
author = {A. N. Frolov and A. I. Martikainen and J. Steinebach},
title = {Limit theorems for maxima of sums and renewal processes},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {261--274},
publisher = {mathdoc},
volume = {278},
year = {2001},
language = {en},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a15/}
}
TY - JOUR AU - A. N. Frolov AU - A. I. Martikainen AU - J. Steinebach TI - Limit theorems for maxima of sums and renewal processes JO - Zapiski Nauchnykh Seminarov POMI PY - 2001 SP - 261 EP - 274 VL - 278 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a15/ LA - en ID - ZNSL_2001_278_a15 ER -
A. N. Frolov; A. I. Martikainen; J. Steinebach. Limit theorems for maxima of sums and renewal processes. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 4, Tome 278 (2001), pp. 261-274. http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a15/