| Article ID: | iaor19951112 |
| Country: | Netherlands |
| Volume: | 51 |
| Issue: | 2 |
| Start Page Number: | 297 |
| End Page Number: | 305 |
| Publication Date: | Jul 1994 |
| Journal: | Stochastic Processes and Their Applications |
| Authors: | Novak S.Yu. |
| Keywords: | renewal processes |
The paper studies the distribution of the maximum of random variables till the corresponding stopping time. It establishes an estimate of the rate of convergence as well as the asymptotic expansions in the corresponding limit theorem.