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 S

PDF Url : AD0416361

Report Date : 15 Jul 1963

Pagination or Media Count : 19

Abstract : We have investigated the fluctuations of sums of random variables X1, X2,. We have generalized previous results on the random variables Hn connected with this sequence, obtained new results on the validity of the Arc-sine Law for independent 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, identically distributed random variables a ''Law of the iteratedlogarithm'' has been obtained.

Descriptors :   *STATISTICAL DISTRIBUTIONS, FUNCTIONS, MATRICES(MATHEMATICS), POLYNOMIALS, SEQUENCES(MATHEMATICS)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE