On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables

We prove the equivalence of the limit distributions of an appropriately centered and normalized sum and the maximum sum of independent random variables which have finite expectations. The result is an extension of a result of Kruglov (1999).

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Year of publication:	2010
Authors:	Sreehari, M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 9-10, p. 860-863
Publisher:	Elsevier
Keywords:	Stable distribution Limit distribution of maximum sum Supremum of a stable process Domain of attraction Moment inequality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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