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

Sergey G Bobkov (University of Minnesota)

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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Pages: 266-271

Publication Date: May 25, 2008

DOI: 10.1214/ECP.v13-1375

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