A LIMIT THEOREM FOR MAXIMUM VALUES OF CERTAIN STOCHASTIC PROCESSES

被引:14
作者
CRAMER, H
机构
来源
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR | 1965年 / 10卷 / 01期
关键词
D O I
10.1137/1110012
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
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页码:126 / &
相关论文
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BULINSKAYA EV, 1961, THEOR PROBAB APPL, V6, P435, DOI 10.1137/1106059
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CHIBISOV DM, 1962, THEORY PROB APPLICAT, V7, P346
[5]   MAXIMUM OF A NORMAL STATIONARY STOCHASTIC PROCESS [J].
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BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1962, 68 (05) :512-&
[6]  
IVANOV VA, 1960, THEOR PROBAB APPL, V5, P319
[7]  
Volkonskii V.A., 1959, THEOR PROBAB APPL, V4
[8]  
VOLKONSKII VA, 1961, THEOR PROB APPL, V6, P187