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On the distribution of the maximum of sums of dependent random variables

  • The study of queuing theory brings us to the problems of finding to find the limit distribution of the maximal sum of a sequence of random variables and of estimating how close this distribution is to the distribution of the sum.

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Author:Yuri N. Zuev
URN (permanent link):urn:nbn:de:hbz:386-kluedo-7677
Serie (Series number):Preprints (rote Reihe) des Fachbereich Mathematik (316)
Document Type:Preprint
Language of publication:English
Year of Completion:1999
Year of Publication:1999
Publishing Institute:Technische Universität Kaiserslautern
Date of the Publication (Server):1999/11/30
Faculties / Organisational entities:Fachbereich Mathematik
DDC-Cassification:5 Naturwissenschaften und Mathematik / 510 Mathematik
Licence (German):Standard gemäß KLUEDO-Leitlinien vor dem 27.05.2011