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 | |
| State | Published - Jan 1 2008 |
Keywords
- Distribution of the maximum
- Linear Bernoulli processes
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