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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2001 Volume 278, Pages 248–260 (Mi znsl1446)

This article is cited in 3 papers

On asymptotic behaviour of increments of sums over increasing runs

A. N. Frolov

Saint-Petersburg State University

Abstract: We investigate the almost sure asymptotic behaviour of increments of sums of i.i.d. random variables over increasing runs in associate sequence. The Shepp law, the Erdős–Rényi law and the Csörgő–Révész laws are obtained for increments of sums over increasing runs formed by random variables which take its values in a fixed interval.

UDC: 519.2

Received: 15.12.2000


 English version:
Journal of Mathematical Sciences (New York), 2003, 118:6, 5650–5657

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