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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