Limit theorems for the maximum of sums of independent random processes
Authors
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 $.