On Sequences of "Pure Heads"

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August, 1975 On Sequences of "Pure Heads"

J. Komlos, G. Tusnady

Ann. Probab. 3(4): 608-617 (August, 1975). DOI: 10.1214/aop/1176996304

Abstract

Statistics connected with the maximum of moving averages of series of i.i.d. random variables are investigated.

J. Komlos. G. Tusnady. "On Sequences of "Pure Heads"." Ann. Probab. 3 (4) 608 - 617, August, 1975. https://doi.org/10.1214/aop/1176996304

Published: August, 1975

First available in Project Euclid: 19 April 2007

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

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Vol.3 • No. 4 • August, 1975

Institute of Mathematical Statistics