Dergiler / TWMS (Turkic World Mathematical Society) Journal of Applied and Engineering Mathematics / 2016 / Cilt: 6 - Sayı: 1

ON THE DISTRIBUTION OF THE MAXIMUM OF SUMS OF A SEQUENCE OF INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES

Sayfa
70–74
DOI
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Abstract

The authors find in terms of generating functions the distribution of themaximum of sums of independent and identically distributed random variables with nonegative jumps different from-1.