Abstract
This chapter gives a synoptic view of limit theorems for Maximal Random Sums. The obtained results are not only of theoretical interest but are also very important in various applications, in the theory of Markov chains, in sequential analysis, in random walk problems, in connection with Monte Carlo methods, and in the theory of queues. The present paper establishes some theorems concerning the limit behavior of sequences in the case where no assumptions concerning the interdependence between the random indices and the terms are made.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
