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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1979 Volume 85, Pages 169–174 (Mi znsl2960)

This article is cited in 2 papers

On the maximum of cumulative sums for the Cauchy distribution

V. B. Nevzorov


Abstract: Limit distributions for the maximum of cumulative sums of stable random variables are discussed. Some new results for the Cauchy distribution are obtained.

UDC: 519.72


 English version:
Journal of Soviet Mathematics, 1982, 20:3, 2221–2224

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