ON THE DISTRIBUTION OF THE MAXIMUM OF SUMS OF A SEQUENCE OF INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES.
The authors find in terms of generating functions the distribution of the maximum of sums of independent and identically distributed random variables with no negative jumps different from −1.
Keywords:
random walk Laplace transform, generating function.,
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- ISSN: 2146-1147
- Başlangıç: 2010
- Yayıncı: Turkic World Mathematical Society
Sayıdaki Diğer Makaleler
T. M .ALİYEV, Sh. B. BAKHSHİYEV
Y. ÜNLÜTÜRK, M. DEDE, Ü. Z. SAVCI, C. EKİCİ
- R.SUNDARESWARAN, - V.SWAMİNATHAN