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A note on the distributions of the maximum of linear Bernoulli processes
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Sergey G Bobkov, University of Minnesota
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Abstract
We give a characterization of the family of all probability
measures on the extended line $(-infty,+infty]$, which may be obtained
as the distribution of the maximum of some linear Bernoulli process.
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Full text: PDF
Pages: 266-271
Published on: May 25, 2008
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Electronic Communications in Probability. ISSN: 1083-589X |
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