Abstract
The asymptotic distribution of the range and normalized range of the sum of $n$ independent variables is derived using the theory of Brownian motion.
Citation
William Feller. "The Asymptotic Distribution of the Range of Sums of Independent Random Variables." Ann. Math. Statist. 22 (3) 427 - 432, September, 1951. https://doi.org/10.1214/aoms/1177729589
Information
Published: September, 1951
First available in Project Euclid: 28 April 2007
zbMATH: 0043.34201
MathSciNet: MR42626
Digital Object Identifier: 10.1214/aoms/1177729589
Rights: Copyright © 1951 Institute of Mathematical Statistics
