Asymptotic expansions for the maximum of random number of random variables

Novak, Serguei (1994) Asymptotic expansions for the maximum of random number of random variables. Stochastic Processes and their Applications, 51 (2). pp. 297-305. ISSN 0304-4149

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Abstract

We study the distribution of a maximum of a random number (the stopping time) of random variables. We establish an estimate of the rate of convergence as well as asymptotic expansions in the corresponding limit theorem.

Item Type: Article
Additional Information: Novak S.Y. (1994) Asymptotic expansions for the maximum of random number of random variables. – Stochastic Processes Appl., v. 51, No 2, 297–305.
Research Areas: A. > School of Science and Technology > Design Engineering and Mathematics
Item ID: 20597
Depositing User: Serguei Novak
Date Deposited: 23 Sep 2016 11:52
Last Modified: 13 Oct 2016 14:41
URI: https://eprints.mdx.ac.uk/id/eprint/20597

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