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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1961 Volume 6, Issue 1, Pages 108–110 (Mi tvp4755)

Short Communications

Local Theorems and Moments for Maxima of Sums of Bounded Lattice Components

A. A. Borovkov

Moscow

Abstract: Let $\xi_1,\xi_2,\dots$ – independent lattice random variables; $|\xi_k|<M$, $\bar s_n=\max_{1\leq\nu\leq n}(0,\xi _1+,\xi _2+\cdots+\xi _\nu)$. The formulas for $\mathbf P({s_n=x})$ and for the first moments $\bar s_n$ are obtained in the note.

Received: 07.07.1960


 English version:
Theory of Probability and its Applications, 1961, 6:1, 99–101


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