Skip to main content
Log in

How often is the sum of independent random variables larger than a given number?

  • Published:
Ukrainian Mathematical Journal Aims and scope

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Literature cited

  1. S. Anderson, “On sums of symmetrically dependent random variables,” Skand. Aktuarietidskr.,36, 123–138 (1953).

    Google Scholar 

  2. E. S. Shtatland, “The distribution of the time of reaching the maximum for a process with independent increments,” Teor. Veroyatn. Ee Primen.,11, No. 4, 720–726 (1966).

    Google Scholar 

  3. E. A. Pecherskii and B. A. Rogozin, “On the joint distributions of random variables connected with fluctuations of a process with independent increments,” Teor. Veroyatn. Ee Primen.,14, No. 3, 431–441 (1969).

    Google Scholar 

  4. A. V. Skorokhod, Studies in the Theory of Random Processes, Addison-Wesley (1965).

  5. A. A. Borovkov, Lectures in Probability Theory [in Russian], Nauka, Moscow (1972).

    Google Scholar 

  6. D. V. Husak, “Distribution of time of sojourn of homogeneous process with independent increments above an arbitrary level,” Dop. Akad. Nauk Ukr. SSR, Ser. A, No. 1, 14–17 (1981).

    Google Scholar 

  7. D. V. Gusak, “Boundary functionals for sums of a random number of terms,” in: Analytic Methods in the Theory of Random Processes [in Russian], Inst. Mat., Akad. Nauk Ukr. SSR, Kiev (1981), pp. 20–35.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 34, No. 3, pp. 289–295, May–June, 1982.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Gusak, D.V. How often is the sum of independent random variables larger than a given number?. Ukr Math J 34, 234–239 (1982). https://doi.org/10.1007/BF01682110

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01682110

Keywords

Navigation