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The asymptotic distribution of the maximum deficit of partial sums of independent random variables
Author(s) -
Gomide Francisco L. S.
Publication year - 1979
Publication title -
water resources research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.863
H-Index - 217
eISSN - 1944-7973
pISSN - 0043-1397
DOI - 10.1029/wr015i002p00495
Subject(s) - mathematics , random variable , markov chain , range (aeronautics) , distribution (mathematics) , statistics , variables , mathematical analysis , materials science , composite material
Studies of storage capacity of reservoirs lead to the problem of finding the distribution of the maximum deficit of partial sums of independent random variables. In this paper, the asymptotic distribution of the maximum deficit is derived using the theory of Markov chains. The range and the adjusted range of partial sums of independent random variables are also discussed.