ON THE FLUCTUATIONS OF SUMS OF INDEPENDENT RANDOM VARIABLES*
AUTOR(ES)
Feller, William
RESUMO
If X1, X2,... are independent random variables with zero expectation and finite variances, the cumulative sums Sn are, on the average, of the order of magnitude Sn, where Sn2 = E(Sn2). The occasional maxima of the ratios Sn/Sn are surprisingly large and the problem is to estimate the extent of their probable fluctuations.
ACESSO AO ARTIGO
http://www.pubmedcentral.nih.gov/articlerender.fcgi?artid=223497Documentos Relacionados
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