Skip to main content
Log in

On the limit distribution of the maximum of a random number of independent random variables

  • Published:
Acta Mathematica Academiae Scientiarum Hungarica Aims and scope Submit manuscript

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.

References

  1. F. J. Anscombe, Large-sample theory of sequential estimation,Proc. Cambridge Philos Soc.,48 (1952), pp. 600–607.

    Google Scholar 

  2. S. Berman,Limiting distribution of the maximum of a diffusion process (1963). To be published.

  3. J. R. Blum, D. L. Hanson andJ. I. Rosenblatt, On the central limit theorem for the sum of a random number of independent random variables,Zeit. Wahr. Verw. Gebiete,1 (1963), pp. 389–393.

    Google Scholar 

  4. B. V. Gnedenko, Sur la distribution limite du terme maximum d'une série aléatoire,Ann. Math.,44 (1943), pp. 423–453.

    Google Scholar 

  5. J. Mogyoródi, A central limit theorem for the sum of a random number of independent random variables,Publ. Math. Inst. Hungarian Acad. Sci.,7 (1962), pp. 409–423.

    Google Scholar 

  6. A. Rényi, On the central limit theorem for the sum of a random number of independent random variables,Acta Math. Acad. Sci. Hung.,11 (1960), pp. 97–102.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

This work was supported in part by the Office of Naval Research, Contract Nonr 225 (28) at Stanford University.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Barndorff-Nielsen, O. On the limit distribution of the maximum of a random number of independent random variables. Acta Mathematica Academiae Scientiarum Hungaricae 15, 399–403 (1964). https://doi.org/10.1007/BF01897148

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01897148

Keywords

Navigation