ON THE SMALLEST MAXIMAL INCREMENT OF PARTIAL-SUMS OF IID RANDOM-VARIABLES

Authors
EINMAHL U MASON DM
Citation
U. Einmahl et Dm. Mason, ON THE SMALLEST MAXIMAL INCREMENT OF PARTIAL-SUMS OF IID RANDOM-VARIABLES, Probability theory and related fields, 108(1), 1997, pp. 67-86
Citations number
11
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Probability theory and related fields → ACNP
ISSN journal
01788051
Volume
108
Issue
1
Year of publication
1997
Pages
67 - 86
Database
ISI
SICI code
0178-8051(1997)108:1<67:OTSMIO>2.0.ZU;2-N
Abstract
We study the almost sure Limiting behavior of the smallest maximal inc rement of partial sums of n independent identically distributed random variables for a variety of increment sizes k(n), where k(n) is a sequ ence of integers satisfying 1 less than or equal to k(n) less than or equal to n, and going to infinity at various rates. Our aim is to obta in universal results on such behavior under little or no assumptions o n the underlying distribution function.