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A limit theorem for the maximum of cumulative sums

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References

  1. P. Erdős andKac, On certain limit theorems of the theory of probability,Bull. of Amer. Math. Soc.,62 (1946).

  2. O. Barndorff-Nielsen, On the limit distribution of the maximum of a random number of independent random variables,Acta Math. Acad. Sci. Hung.,15 (1964).

  3. H. Cramer,Mathematical methods in Statistics.

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Sreehari, M. A limit theorem for the maximum of cumulative sums. Acta Mathematica Academiae Scientiarum Hungaricae 19, 117–120 (1968). https://doi.org/10.1007/BF01894687

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