ASYMPTOTIC EXPANSIONS FOR THE MAXIMUM OF RANDOM NUMBER OF RANDOM-VARIABLES
[摘要] In this article we study the distribution of the maximum of random variables till the corresponding stopping time. We establish an estimate of the rate of convergence as well as the asymptotic expansions in the corresponding limit theorem.
[发布日期] 1994-07-01 [发布机构]
[效力级别] [学科分类]
[关键词] EXTREME VALUE THEORY;RENEWAL PROCESS;LONGEST HEAD RUN [时效性]
