Accession Number : AD0416361
Title : INVESTIGATIONS ON FLUCTUATIONS OF SUMS OF RANDOM VARIABLES.
Descriptive Note : Final rept.,
Corporate Author : AARHUS UNIV (DENMARK)
Personal Author(s) : Andersen,E.Sparre
Report Date : 15 JUL 1963
Pagination or Media Count : 13
Abstract : We have investigated the fluctuations of sume of random variables X1, X2,. We have generalized previous results on the random variables Hn con nected with this sequence, obtained new results on the validity of the Arc-sine Law for inde pendent not identically distributed random variables, obtained a generalization of Spitzer's identity, and obtained a generalization of the equivalence principle. Furthermore Toeplitz matrices of Laurent polynomials have been studied. For the growth of the maximal order statistics of a sequence of independent, identi cally distributed random variables a ''Law of the iteratedlogarithm'' has been obtained. (Author)
Descriptors : (*STATISTICAL DISTRIBUTIONS, SEQUENCES(MATHEMATICS)), POLYNOMIALS, MATRICES(MATHEMATICS), FUNCTIONS.
Distribution Statement : APPROVED FOR PUBLIC RELEASE