A Darling-Erdos-type theorem for standardized random walk summation

被引：0

作者：

Horvath, L ^{[1
]}

Shao, QM ^{[1
]}

机构：

[1] NATL UNIV SINGAPORE, DEPT MATH, SINGAPORE 117548, SINGAPORE

来源：

BULLETIN OF THE LONDON MATHEMATICAL SOCIETY | 1996年 / 28卷

关键词：

D O I：

10.1112/blms/28.4.425

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper we consider the random walk summation method which includes, for example, the Borel, Euler, Meyer-Konig and Valiron methods, and obtain a Darling-Erdos-type limit theorem for the maximum of normalized sums defined by random walk summation.

引用

页码：425 / 432

页数：8

共 50 条

[1] A Darling-Erdos-type CUSUM-procedure for functional data
Torgovitski, Leonid
METRIKA, 2015, 78 (01) : 1 - 27
[2] Darling-Erdos-type test for change detection in parameters and variance for stationary VAR models
Dvorak, Marek
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (01) : 465 - 484
[3] Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence
Stochastic Process their Appl, 1 (117):
[4] Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence
Horvath, L
Shao, QM
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1996, 63 (01) : 117 - 137
[5] THE DARLING-ERDOS THEOREM FOR SUMS OF IID RANDOM-VARIABLES
EINMAHL, U
PROBABILITY THEORY AND RELATED FIELDS, 1989, 82 (02) : 241 - 257
[6] Almost sure versions of the Darling-Erdos theorem
Berkes, I
Weber, M
STATISTICS & PROBABILITY LETTERS, 2006, 76 (03) : 280 - 290
[7] EXTENSIONS OF THE DARLING AND ERDOS THEOREM ON THE MAXIMUM OF NORMALIZED SUMS
SHORACK, GR
ADVANCES IN APPLIED PROBABILITY, 1979, 11 (02) : 288 - 289
[8] Darling-Erdos theorem for Levy processes at zero
Kevei, Peter
Mason, David M.
ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS, 2020, 17 (02): : 733 - 757
[9] EXTENSION OF THE DARLING AND ERDOS THEOREM ON THE MAXIMUM OF NORMALIZED SUMS
SHORACK, GR
ANNALS OF PROBABILITY, 1979, 7 (06): : 1092 - 1096
[10] A General Darling-Erdos Theorem in Euclidean Space
Dierickx, Gauthier
Einmahl, Uwe
JOURNAL OF THEORETICAL PROBABILITY, 2018, 31 (02) : 1142 - 1165

← 1 2 3 4 5 →