The Asymptotic Distribution of the Range of Sums of Independent Random Variables
Feller, William
Ann. Math. Statist., Tome 22 (1951) no. 4, p. 427-432 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
The asymptotic distribution of the range and normalized range of the sum of $n$ independent variables is derived using the theory of Brownian motion.
Publié le : 1951-09-14
Classification:  
@article{1177729589,
     author = {Feller, William},
     title = {The Asymptotic Distribution of the Range of Sums of Independent Random Variables},
     journal = {Ann. Math. Statist.},
     volume = {22},
     number = {4},
     year = {1951},
     pages = { 427-432},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729589}
}

Feller, William. The Asymptotic Distribution of the Range of Sums of Independent Random Variables. Ann. Math. Statist., Tome 22 (1951) no. 4, pp.  427-432. http://gdmltest.u-ga.fr/item/1177729589/