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On a Problem of Fluctuations of Sums of Independent Random Variables

Published online by Cambridge University Press:  05 September 2017

Lajos Takács
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Abstract

The author determines the distribution and the limit distribution of the number of partial sums greater than k (k = 0, 1, 2, …) for n mutually independent and identically distributed discrete random variables taking on the integers 1, 0, − 1, − 2, ….

Type
Part II — Probability Theory
Information
Journal of Applied Probability , Volume 12 , Issue S1 , 1975 , pp. 29 - 37
Copyright
Copyright © 1975 Applied Probability Trust 

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References

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