On the distribution of the supremum for stochastic processes

Lajos Takács

Annales de l'I.H.P. Probabilités et statistiques (1970)

  • Volume: 6, Issue: 3, page 237-247
  • ISSN: 0246-0203

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Takács, Lajos. "On the distribution of the supremum for stochastic processes." Annales de l'I.H.P. Probabilités et statistiques 6.3 (1970): 237-247. <http://eudml.org/doc/76918>.

@article{Takács1970,
author = {Takács, Lajos},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
language = {eng},
number = {3},
pages = {237-247},
publisher = {Gauthier-Villars},
title = {On the distribution of the supremum for stochastic processes},
url = {http://eudml.org/doc/76918},
volume = {6},
year = {1970},
}

TY - JOUR
AU - Takács, Lajos
TI - On the distribution of the supremum for stochastic processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1970
PB - Gauthier-Villars
VL - 6
IS - 3
SP - 237
EP - 247
LA - eng
UR - http://eudml.org/doc/76918
ER -

References

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  1. [1] G. Baxter and M.D. Donsker, On the distribution of the supremum functional for processes with stationay independent increments. Trans. Amer. Math. Soc., 85, 1957, 73-87. Zbl0078.32002MR84900
  2. [2] H. Cramer, On some questions connected with mathematical risk. University of California Publications in Statistics, 2, 1954, 99-124. Zbl0057.12102MR65841
  3. [3] D.A. Darling, The maximum of sums of stable random variables. Trans. Amer. Math. Soc., 83, 1956, 164-169. Zbl0074.34003MR80393
  4. [4] C.C. Heyde, On the maximum of sums of random variables and the supremum functional for stable processes. Journ. Appl. Prob., 6, 1969, 419-429. Zbl0192.55003MR251766
  5. [5] F. Pollaczek, Fonctions caractéristiques de certaines répartitions définies au moyen de la notion d'ordre. Application à la théorie des attentes. Comptes Rendus Acad. Sciences (Paris), 234, 1952, 2334-2336. Zbl0047.37303MR47945
  6. [6] F. Spitzer, A combinatorial lemma and its application to probability theory. Trans. Amer. Math. Soc., 82, 1956, 323-339. Zbl0071.13003MR79851

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