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Distribution of the supremum of sums of independent variables with negative drift

โœ Scribed by M. S. Sgibnev


Publisher
SP MAIK Nauka/Interperiodica
Year
1978
Tongue
English
Weight
273 KB
Volume
22
Category
Article
ISSN
0001-4346

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๐Ÿ“œ SIMILAR VOLUMES


Submultiplicative moments of the supremu
โœ M.S. Sgibnev ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 366 KB

Let {Sn } be the sequence of partial sums of independent identically distributed random variables with negative mean. Necessary and sumcient conditions are obtained for Efp(M~ ) to be finite, where ~(x) is a non-decreasing submultiplicative function, i.e. ~p(x + y)<~cp(x)c~(y), and Moยข = sup{0, Si,