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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1974 Volume 19, Issue 1, Pages 163–168 (Mi tvp2768)

This article is cited in 59 papers

Short Communications

On the continuity of the distribution of a sum of dependent variables connected with independent walks on the lines

A. K. Grincevičius

Institute of Physics and Mathematics, Academy of Sciences Lithuanian SSR

Abstract: Let $ \begin{pmatrix} \xi_j&\eta_j \\ 0&1 \end{pmatrix} $, $j=1,2,\dots,$ be independent identically distributed random matrices and
$$ \begin{pmatrix} \varphi_n&\psi_n \\ 0&0 \end{pmatrix} =\prod_{j=1}^n \begin{pmatrix} \xi_j&\eta_j \\ 0&1 \end{pmatrix}. $$
Then $\psi_n=\eta_1+\eta_2\xi_1+\dots+\eta_n\xi_1\dots\xi_{n-1}$. Convergence and continuity of the limit distribution of $\psi_n$ as $n\to\infty$ are studied.

Received: 10.04.1973


 English version:
Theory of Probability and its Applications, 1974, 19:1, 163–168

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