Asymptotic expansions for the maximum of random number of random variables

S. Yu. Novak

Stochastic Processes and their Applications, 1994, vol. 51, issue 2, 297-305

Abstract: In this article we study the distribution of the maximum of random variables till the corresponding stopping time. We establish an estimate of the rate of convergence as well as the asymptotic expansions in the corresponding limit theorem.

Keywords: Extreme; value; theory; Renewal; process; Longest; head; run (search for similar items in EconPapers)
Date: 1994
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