The limit theorem for maximum of partial sums of exchangeable random variables Academic Article uri icon


  • We obtain the analogue of the classical result by Erd"os and Kac on the limiting distribution of the maximum of partial sums for exchangeable random variables with zero mean and variance one. We show that, if the conditions of the central limit theorem of Blum et al. hold, the limit coincides with the classical one. Under more general assumptions, the probability of the random variables having conditional negative drift appears in the limiting distribution.

published proceedings


author list (cited authors)

  • Ruiz, P. A., & Rakitko, A.

citation count

  • 0

complete list of authors

  • Ruiz, Patricia Alonso||Rakitko, Alexander

publication date

  • December 2016