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
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
