A note on the distributions of the maximum of linear bernoulli processes

Sergey G. Bobkov

doi:10.1214/ECP.v13-1375

A note on the distributions of the maximum of linear bernoulli processes

Sergey G. Bobkov

School of Mathematics

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

We give a characterization of the family of all probability measures on the extended line (−∞, +∞], which may be obtained as the distribution of the maximum of some linear Bernoulli process.

Original language	English (US)
Pages (from-to)	266-271
Number of pages	6
Journal	Electronic Communications in Probability
Volume	13
DOIs	https://doi.org/10.1214/ECP.v13-1375
State	Published - Jan 1 2008

Keywords

Distribution of the maximum
Linear Bernoulli processes

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10.1214/ECP.v13-1375

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abstract = "We give a characterization of the family of all probability measures on the extended line (−∞, +∞], which may be obtained as the distribution of the maximum of some linear Bernoulli process.",

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JO - Electronic Communications in Probability

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A note on the distributions of the maximum of linear bernoulli processes

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Keywords

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