ON THE DISTRIBUTION OF THE MAXIMUM OF SUMS OF A SEQUENCE OF INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES.

Year 2016, Volume: 6 Issue: 1, 70 - 74, 01.06.2016

T. M .aliyev Sh. B. Bakhshiyev

https://izlik.org/JA49NN63TU

Abstract

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.

References

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