Abstract:
We study the distribution of the Erdös–Rényi maximum of partial sums (MPS). A limit law is found. In the particular case where MPS is defined over a sequence of Bernoulli random variables B(12), we estimate the rate of convergence to that limit law.
Citation:
S. Yu. Novak, “On the Erdös–Rényi maximum of partial sums”, Teor. Veroyatnost. i Primenen., 42:2 (1997), 274–293; Theory Probab. Appl., 42:2 (1998), 254–270