Abstract
Statistics connected with the maximum of moving averages of series of i.i.d. random variables are investigated.
Citation
J. Komlos. G. Tusnady. "On Sequences of "Pure Heads"." Ann. Probab. 3 (4) 608 - 617, August, 1975. https://doi.org/10.1214/aop/1176996304
Information
Published: August, 1975
First available in Project Euclid: 19 April 2007
zbMATH: 0335.60022
MathSciNet: MR438440
Digital Object Identifier: 10.1214/aop/1176996304
Subjects:
Primary:
60F10
Secondary:
62G30
Keywords:
coin tosses
,
large deviation
,
limit theorems for maxima
,
moving average
,
Runs
Rights: Copyright © 1975 Institute of Mathematical Statistics
