ON THE FLUCTUATIONS OF SUMS OF INDEPENDENT RANDOM VARIABLES
If X(1), X(2),... are independent random variables with zero expectation and finite variances, the cumulative sums S(n) are, on the average, of the order of magnitude S(n), where S(n)(2) = E(S(n)(2)). The occasional maxima of the ratios S(n)/S(n) are surprisingly large and the problem is to estimate...
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| Pubblicato in: | Proc Natl Acad Sci U S A |
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| Autore principale: | |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
National Academy of Sciences
1969
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| Soggetti: | |
| Accesso online: | https://ncbi.nlm.nih.govhttps://pmc.ncbi.nlm.nih.gov/articles/PMC223497/ https://ncbi.nlm.nih.govhttps://pubmed.ncbi.nlm.nih.gov/16591770/ https://ncbi.nlm.nih.govhttps://doi.org/10.1073/pnas.63.3.637 |
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