INVESTIGATIONS ON FLUCTUATIONS OF SUMS OF RANDOM VARIABLES
AARHUS UNIV (DENMARK)
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We have investigated the fluctuations of sums of random variables X1, X2,. We have generalized previous results on the random variables Hn connected with this sequence, obtained new results on the validity of the Arc-sine Law for independent not identically distributed random variables, obtained a generalization of Spitzers identity, and obtained a generalization of the equivalence principle. Furthermore Toeplitz matrices of Laurent polynomials have been studied. For the growth of the maximal order statistics of a sequence of independent, identically distributed random variables a Law of the iteratedlogarithm has been obtained.
- Statistics and Probability