On Sequences of "Pure Heads"
Komlos, J. ; Tusnady, G.
Ann. Probab., Tome 3 (1975) no. 6, p. 608-617 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
Statistics connected with the maximum of moving averages of series of i.i.d. random variables are investigated.
Publié le : 1975-08-14
Classification:  Moving average,  runs,  large deviation,  limit theorems for maxima,  coin tosses,  60F10,  62G30 
@article{1176996304,
     author = {Komlos, J. and Tusnady, G.},
     title = {On Sequences of "Pure Heads"},
     journal = {Ann. Probab.},
     volume = {3},
     number = {6},
     year = {1975},
     pages = { 608-617},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996304}
}

Komlos, J.; Tusnady, G. On Sequences of "Pure Heads". Ann. Probab., Tome 3 (1975) no. 6, pp.  608-617. http://gdmltest.u-ga.fr/item/1176996304/