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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1970 Volume 15, Issue 4, Pages 731–736 (Mi tvp1939)

Short Communications

Limit theorems for asymmetric random walk

O. G. Miklukhin

Kiev

Abstract: The paper deals with an asymmetric random walk with transition probabilities $p_{k,k+1}=p$, $p_{k,k-1}=1-p=q<p$. Let $S_k$ be the location of the system at time $k$; $f(k)$ be a function determined for all integers $k$. For some class of functions $f$ the limit behavior as $p-q\to0$ of the functionals of the type $\sum_{k=0}^\infty f(S_k)$ is studied.

Received: 18.07.1967


 English version:
Theory of Probability and its Applications, 1970, 15:4, 710–715

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