On some limit theorems for the maximum of sums of independent random processes. (Ukrainian, English) Zbl 1199.60056
Ukr. Mat. Zh. 60, No. 12, 1664-1674 (2008); translation in Ukr. Math. J. 60, No. 12, 1955-1967 (2008).
Summary: We investigate conditions for the weak convergence of the maximum of sums of independent random processes in the space \(L_p\) and present several applications to the asymptotic analysis of certain \(\omega^2\)-type statistics.
MSC:
| 60F05 | Central limit and other weak theorems |
