Dergiler / TWMS 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
- —
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.