Abstract
Limit theorems for the maximum of cumulative sums of stable random variables are discussed. Some new results are obtained for the Cauchy distribution.
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Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 85, pp. 169–174, 1979.
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Nevzorov, V.B. Maximum of cumulative sums for the Cauchy distribution. J Math Sci 20, 2221–2224 (1982). https://doi.org/10.1007/BF01240000
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DOI: https://doi.org/10.1007/BF01240000