


























We obtain the analogue of the classical result by Erdös and Kac on the limiting distribution of the maximum of partial sums for exchangeable random variables with zero mean and variance one. We show that, if the conditions of the central limit theorem of Blum et al. hold, the limit coincides with the classical one. Under more general assumptions, the probability of the random variables having conditional negative drift appears in the limiting distribution.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。