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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1997 Volume 42, Issue 2, Pages 274–293 (Mi tvp1803)

This article is cited in 4 papers

On the Erdös–Rényi maximum of partial sums

S. Yu. Novak

Novosibirsk State University

Abstract: We study the distribution of the Erdös–Rényi maximum of partial sums (MPS). A limit law is found. In the particular case where MPS is defined over a sequence of Bernoulli random variables $B(\frac12)$, we estimate the rate of convergence to that limit law.

Keywords: the Erdös–Rényi law, limit theorems.

Received: 26.05.1995

DOI: 10.4213/tvp1803


 English version:
Theory of Probability and its Applications, 1998, 42:2, 254–270

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