Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7548995 | Statistics & Probability Letters | 2016 | 11 Pages |
Abstract
We obtain the analogue of the classical result by Erdös and Kac on the limiting distribution of the maximum of partial sums for exchangeable random variables with zero mean and variance one. We show that, if the conditions of the central limit theorem of Blum et al. hold, the limit coincides with the classical one. Under more general assumptions, the probability of the random variables having conditional negative drift appears in the limit.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Patricia Alonso Ruiz, Alexander Rakitko,