We investigate conditions for the weak convergence of the maximum of sums of independent random processes in the space L p and present several applications to the asymptotic analysis of certain ω 2-type statistics.
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 12, pp. 1664–1674, December, 2008.
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Matsak, I.K. On some limit theorems for the maximum of sums of independent random processes. Ukr Math J 60, 1955–1967 (2008). https://doi.org/10.1007/s11253-009-0183-3
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DOI: https://doi.org/10.1007/s11253-009-0183-3