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

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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