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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

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.

References

  • Nelson,R., (1995), Probability, stochastic processes and queening theory: the mathematics of computer performance modeling, Springer- Verlag, Inc. New York, pp. 583.
  • Korshunov,DA., (2006), On the distribution density of the supremum of a random walk in the subex- ponential case. Siberian Mathematical Journal, Vol.74, No.6, pp. 1296-1302. (in Russian)
  • Yezhov,I.I., Kadankov,V.F. and Kadankova,T.V., (2007), Main two-boundary problems for a random walk. ISSN 1027-3190. Ukrainian Mathematical Journal, Vol.59, No.11, pp. 1485-1509. (in Russian)
  • Nasirova,T. I. and Aliyev,T.M., (2011), Probability. Monograph (in Azerbaijani). Baku, pp. 178.
  • Tofiq Aliyev, for a photograph and biography, see TWMS Journal of Applied and Engineering Mathematics, Volume 4, No.2, 2014.
Year 2016, Volume: 6 Issue: 1, 70 - 74, 01.06.2016

Abstract

References

  • Nelson,R., (1995), Probability, stochastic processes and queening theory: the mathematics of computer performance modeling, Springer- Verlag, Inc. New York, pp. 583.
  • Korshunov,DA., (2006), On the distribution density of the supremum of a random walk in the subex- ponential case. Siberian Mathematical Journal, Vol.74, No.6, pp. 1296-1302. (in Russian)
  • Yezhov,I.I., Kadankov,V.F. and Kadankova,T.V., (2007), Main two-boundary problems for a random walk. ISSN 1027-3190. Ukrainian Mathematical Journal, Vol.59, No.11, pp. 1485-1509. (in Russian)
  • Nasirova,T. I. and Aliyev,T.M., (2011), Probability. Monograph (in Azerbaijani). Baku, pp. 178.
  • Tofiq Aliyev, for a photograph and biography, see TWMS Journal of Applied and Engineering Mathematics, Volume 4, No.2, 2014.
There are 5 citations in total.

Details

Primary Language English
Journal Section Research Article
Authors

T. M .aliyev This is me

Sh. B. Bakhshiyev This is me

Publication Date June 1, 2016
Published in Issue Year 2016 Volume: 6 Issue: 1

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