On the distribution of the maximum of sums of a sequence of independent and identically distributed random variables

Aliyev, Tofig M.; Bakshiev, Shahin B.

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Date

2016

Author

Aliyev, Tofig M.
Bakshiev, Shahin B.

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Citation

Aliyev, T. M. & Bakshiev, S. B. (2016). On the distribution of the maximum of sums of a sequence of independent and identically distributed random variables. TWMS Journal of Applied and Engineering Mathematics, 6(1), 70-74.

Abstract

The authors find in terms of generating functions the distribution of the maximum of sums of independent and identically distributed random variables with no negative jumps different from ?1.

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http://belgelik.isikun.edu.tr/xmlui/handle/iubelgelik/2579
http://jaem.isikun.edu.tr/web/index.php/archive/91-vol6no1/235

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JAEM 2016, Vol 6, No 1 [18]

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