Limit theorems for the maximum of sums of independent random processes

  • I. K. Matsak (Київ. нац. ун-т iм. Т. Шевченка)
  • A. M. Plichko
  • A. S. Sheludenko

Abstract

We study the conditions for the weak convergence of the maximum of sums of independent random processes in the spaces $C[0, 1]$ and $L_p$ and present examples of applications to the analysis of statistics of the type $\omega 2 $.
Published
25.04.2018
How to Cite
MatsakI. K., PlichkoA. M., and SheludenkoA. S. “Limit Theorems for the Maximum of Sums of Independent Random Processes”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 70, no. 4, Apr. 2018, pp. 506-18, https://umj.imath.kiev.ua/index.php/umj/article/view/1572.
Section
Research articles