Journal of Applied Probability, Vol. 13, No. 2 (Jun., 1976), pp. 361-364 (4 pages) We give an expression for the expectation of max (0, S1, ⋯, Sn) where Sk is the kth partial sum of a finite sequence ...
Convergence theorems form the backbone of probability theory and statistical inference, ensuring that sequences of random variables behave in a predictable manner as their index grows. These theorems, ...