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On Estimation of Maxima of Sums of Random Variables Indexed by Edges of Graphs

Authors :
F. I. Karpelevich
Source :
Theory of Probability & Its Applications. 39:696-702
Publication Year :
1995
Publisher :
Society for Industrial & Applied Mathematics (SIAM), 1995.

Abstract

This paper considers a family of independent identically distributed random variables that are indexed by the edges of a graph. The maximum of sums of such variables along the paths of the graph is studied. We show that if one graph covers another one, then the maximum of sums for the first graph is stochastically greater than that for the second graph.

Details

ISSN :
10957219 and 0040585X
Volume :
39
Database :
OpenAIRE
Journal :
Theory of Probability & Its Applications
Accession number :
edsair.doi...........2317c6a5900e6a3579a9d8d8b3a465ad