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Limit Theorems for the Maximum of Sums of Independent Random Processes

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Ukrainian Mathematical Journal Aims and scope

We study the conditions of weak convergence of the maximum of sums of independent random processes in the spaces C [0, 1] and Lp and present examples of applications to the analysis of statistics of the type ω2.

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Authors and Affiliations

  1. Shevchenko Kyiv National University, Kyiv, Ukraine

    I. K. Matsak & A. S. Sheludenko

  2. Kościuzko University of Technology, Kraków, Poland

    A. M. Plichko

Authors
  1. I. K. Matsak
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  2. A. M. Plichko
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  3. A. S. Sheludenko
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Additional information

Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 70, No. 4, pp. 506–518, April, 2018.

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Matsak, I.K., Plichko, A.M. & Sheludenko, A.S. Limit Theorems for the Maximum of Sums of Independent Random Processes. Ukr Math J 70, 581–596 (2018). https://doi.org/10.1007/s11253-018-1518-8

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  • DOI: https://doi.org/10.1007/s11253-018-1518-8

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