Hostname: page-component-78c5997874-mlc7c Total loading time: 0 Render date: 2024-11-10T21:22:20.906Z Has data issue: false hasContentIssue false
  • English
  • Français

Survey of fluctuation theory

Published online by Cambridge University Press:  01 July 2016

E. Sparre Andersen
E. Sparre Andersen*
Affiliation:
University of Copenhagen
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
I. Invited Review and Research Papers
Information
Advances in Applied Probability , Volume 6 , Issue 2 , June 1974 , pp. 213 - 214
Copyright
Copyright © Applied Probability Trust 1974 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Andersen, E. S. (1962) The equivalence principle in the theory of fluctuations of sums of random variables. Colloquium on Combinatorial Methods in Probability Theory, Aarhus.Google Scholar
[2] Andersen, E. S. (1967) An algebraic treatment of fluctuations of sums of random variables. Proc. Fifth Berkeley Symp. Math. Statist. Prob. University of California Press.Google Scholar
[3] Baxter, G. (1962) On a generalization of the finite arcsine law. Ann. Math. Statist. 33, 909–915.CrossRefGoogle Scholar
[4] Pollaczek, F. (1952) Fonctions caractéristiques de certaines répartitions définies au moyen de la notion d'ordre. Application à la théorie des attentes. Compt. Rend. Acad. Sci. Paris 234, 2334–2336.Google Scholar
[5] Port, S. C. (1963) An elementary probability approach to fluctuation theory. J. Math. Anal. Appl. 6, 109–151.Google Scholar
[6] Spitzer, F. (1965) A combinatorial lemma and its application to probability theory. Trans. Amer. Math. Soc. 82, 323–339.Google Scholar
[7] Wendel, J. G. (1960) Order statistics of partial sums. Ann. Math. Statist. 31, 1034–1044.Google Scholar