Limit theorems for the maximum of sums of independent random processes

We study the conditions for the weak convergence of the maximum of sums of independent random processes in the spaces $C[0, 1]$ and $L_p$ and present examples of applications to the analysis of statistics of the type $\omega 2 $.

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Bibliographic Details
Date:2018
Main Authors: Matsak, I. K., Plichko, A. M., Sheludenko, A. S., Мацак, І. К., Плічко, А. М., Шелуденко, А. С.
Format: Article
Language:Ukrainian
Published: Institute of Mathematics, NAS of Ukraine 2018
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/1572
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal