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Survey of fluctuation theory

Published online by Cambridge University Press:  01 July 2016

E. Sparre Andersen
E. Sparre Andersen*
Affiliation:
University of Copenhagen
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Abstract

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Type
I. Invited Review and Research Papers
Information
Advances in Applied Probability , Volume 6 , Issue 2 , June 1974 , pp. 213 - 214
Copyright
Copyright © Applied Probability Trust 1974 

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References

[1] Andersen, E. S. (1962) The equivalence principle in the theory of fluctuations of sums of random variables. Colloquium on Combinatorial Methods in Probability Theory, Aarhus.Google Scholar
[2] Andersen, E. S. (1967) An algebraic treatment of fluctuations of sums of random variables. Proc. Fifth Berkeley Symp. Math. Statist. Prob. University of California Press.Google Scholar
[3] Baxter, G. (1962) On a generalization of the finite arcsine law. Ann. Math. Statist. 33, 909–915.CrossRefGoogle Scholar
[4] Pollaczek, F. (1952) Fonctions caractéristiques de certaines répartitions définies au moyen de la notion d'ordre. Application à la théorie des attentes. Compt. Rend. Acad. Sci. Paris 234, 2334–2336.Google Scholar
[5] Port, S. C. (1963) An elementary probability approach to fluctuation theory. J. Math. Anal. Appl. 6, 109–151.Google Scholar
[6] Spitzer, F. (1965) A combinatorial lemma and its application to probability theory. Trans. Amer. Math. Soc. 82, 323–339.Google Scholar
[7] Wendel, J. G. (1960) Order statistics of partial sums. Ann. Math. Statist. 31, 1034–1044.Google Scholar