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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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Bibliografske podrobnosti
Glavni avtor: Feller, William
Format: Artigo
Jezik:Inglês
Izdano: 1969
Teme:
Online dostop:https://ncbi.nlm.nih.gov/pmc/articles/PMC223497/
https://ncbi.nlm.nih.gov/pubmed/16591770
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