Asymptotic expansions for the maximum of random number of random variables
Novak, Serguei ORCID: https://orcid.org/0000-0001-7929-7641
(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
[Article]
(doi:10.1016/0304-4149(94)90047-7)
Official URL: http://dx.doi.org/10.1016/0304-4149(94)90047-7
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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