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 Lp and present examples of applications to the analysis of statistics of the type ω2.

Published

25.04.2018

Issue

Section

Research articles

How to Cite

Matsak, I. K., et al. “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.