Asymptotic expansions for the maximum of random number of random variables

Article

Novak, S. 1994. Asymptotic expansions for the maximum of random number of random variables. Stochastic Processes and their Applications. 51 (2), pp. 297-305. https://doi.org/10.1016/0304-4149(94)90047-7
TypeArticle
TitleAsymptotic expansions for the maximum of random number of random variables
AuthorsNovak, S.
Abstract

We study the distribution of a maximum of a random number (the stopping time) of random variables. We establish an estimate of the rate of convergence as well as asymptotic expansions in the corresponding limit theorem.

PublisherElsevier
JournalStochastic Processes and their Applications
ISSN0304-4149
Publication dates
PrintJul 1994
Publication process dates
Deposited23 Sep 2016
Accepted24 Jun 1993
Output statusPublished
Additional information

Novak S.Y. (1994) Asymptotic expansions for the maximum of random number of random variables. – Stochastic Processes Appl., v. 51, No 2, 297–305.

Digital Object Identifier (DOI)https://doi.org/10.1016/0304-4149(94)90047-7
LanguageEnglish
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