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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2001 Volume 278, Pages 261–274 (Mi znsl1447)

This article is cited in 4 papers

Limit theorems for maxima of sums and renewal processes

A. N. Frolova, A. I. Martikainena, J. Steinebachb

a Saint-Petersburg State University
b Fachbereich Mathematik und Informatik, Philipps–Universität Marburg

Abstract: Let $~\{X_i\}_{i=1,2,\dots}~$ be a sequence of  i.i.d. random variables, $S_n=X_1+\dots+X_n$, and $S_n\to+\infty$ a.s. We discuss necessary and sufficient conditions for the Kolmogorov and Marcinkiewicz–Zygmund type strong laws of large numbers and for the law of the iterated logarithm for renewal processes defined in two different ways.

UDC: 519.2

Received: 29.05.2001

Language: English


 English version:
Journal of Mathematical Sciences (New York), 2003, 118:6, 5658–5666

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