Title of article
ON THE DISTRIBUTION OF THE MAXIMUM OF SUMS OF A SEQUENCE OF INDEPENDENT and IDENTICALLY DISTRIBUTED RANDOM VARIABLES
Author/Authors
ALIYEV, T.M Azerbaijan National Academy of Sciences - Baku, Azerbaijan , BAKHSHIYEV, SH. B Azerbaijan National Academy of Sciences - Baku, Azerbaijan
Pages
5
From page
70
To page
74
Abstract
The authors find in terms of generating functions the distribution of the
maximum of sums of independent and identically distributed random variables with no
negative jumps different from −1.
Keywords
random walk , Laplace transform , generating function
Journal title
Turkish World Mathematical Society Journal of Applied and Engineering Mathematics
Serial Year
2016
Record number
2580798
Link To Document