Bornes pour la distribution limite de la statistique de Shepp

J. B. Bacro

Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications (1985)

  • Volume: 87, Issue: 4, page 93-106
  • ISSN: 0246-1501

How to cite

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Bacro, J. B.. "Bornes pour la distribution limite de la statistique de Shepp." Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications 87.4 (1985): 93-106. <http://eudml.org/doc/80629>.

@article{Bacro1985,
author = {Bacro, J. B.},
journal = {Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications},
keywords = {Erdős-Renyi theorems; convergence in law},
language = {fre},
number = {4},
pages = {93-106},
publisher = {UER de Sciences exactes et naturelles de l'Université de Clermont},
title = {Bornes pour la distribution limite de la statistique de Shepp},
url = {http://eudml.org/doc/80629},
volume = {87},
year = {1985},
}

TY - JOUR
AU - Bacro, J. B.
TI - Bornes pour la distribution limite de la statistique de Shepp
JO - Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
PY - 1985
PB - UER de Sciences exactes et naturelles de l'Université de Clermont
VL - 87
IS - 4
SP - 93
EP - 106
LA - fre
KW - Erdős-Renyi theorems; convergence in law
UR - http://eudml.org/doc/80629
ER -

References

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  1. (1) Chung, K.L, and Erdös, P. (1952) "On the application of the Borel-Cantelli lemma "; Trans. Amer. Math. Soc.72, 179-186. Zbl0046.35203MR45327
  2. (2) Csorgo, M. (1981) "Gaussian processes, strong approximation: an inter-play " colloque "Aspects statistiques et physiques des processus gaussiens", éditions du C.N.R.S.. Zbl0511.60026MR716529
  3. (3) Deheuvels, P. and Devroye, L. (1983) "Limit laws related to the ERDOS-RENYI theorem ";Tech.report 83-10,L.S.T.A.,Université Paris6. Zbl0637.60039
  4. (4) Deheuvels, P. and Devroye, L. (1984) "Strong laws for the maximal k-spacing when k clog(n)"; Z.Wahrsch.verw.Gebiete66,315-334. Zbl0525.60035MR751573
  5. (5) Deheuvels, P. and Devroye, L. (1985) "Limit laws of the ERDÖS-RENYI type ", soumis. Zbl0637.60039
  6. (6) Deheuvels, P., Devroye, L. and Lynch, J. (1985)"Exact convergence rate in the limit theorems of ERDÖS-RENYI and SHEPP". à paraître Ann.Probab. Zbl0595.60033MR815966
  7. (7) Petrov, V.V. (1965) "On the probabilities of large deviations of sums of random variables". Theor. Proba. Appl.10, 287-298 Zbl0235.60028MR185645
  8. (8) Shepp, L.A. (1964) "A limit theorem concerning moving averages". Ann.Math.Stat.35,424-428. Zbl0146.39101MR166818
  9. (9) Simeon M. Berman (1962) "A law of large numbers for the maximum in a stationnary Gaussian sequence"; Ann. Math. Stat.33,93-97. Zbl0109.11803MR133856

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