Convergence rate estimates in some limit theorems for maximum random sums
- 20 Downloads
Some estimates of the accuracy of the approximation of the distribution of maximum partial random sums by the distribution of the maximum of the standard Wiener process are given in the case of an asymptotically degenerate index.
KeywordsConvergence Rate Limit Theorem Rate Estimate Wiener Process Standard Wiener Process
Unable to display preview. Download preview PDF.