Abstract:
Let $\xi_1,\xi_2,\dots$ are independent identically distributed random variables, $\mathbf M\xi_1=0$,
$\mathbf D\xi_1=1$ and
$$
S_n=n^{-1/2}(\xi_1+\dots+\xi_n),\qquad\nu=\min\{n:S_n<0\}.
$$
We show that
$$
\mathbf P\{S_\nu<x\mid\nu>n\}\to V(x),\qquad\mathbf P\{S_n<x\mid\nu>n\}\to 1-e^{-x^2/2}.
$$