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The Asymptotic Distribution of the Range of Sums of Independent Random Variables

  • Feller W
The Annals of Mathematical Statistics (1951) 22(3) 427-432
DOI: 10.1214/aoms/1177729589
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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.

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APA

Feller, W. (1951). The Asymptotic Distribution of the Range of Sums of Independent Random Variables. The Annals of Mathematical Statistics, 22(3), 427–432. https://doi.org/10.1214/aoms/1177729589

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