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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1979 Volume 85, Pages 17–29 (Mi znsl2949)

Limit theorems for sums of independent random variables defined on non-recurrent random walk

A. N. Borodin


Abstract: Let $\{X_i\}_{i=-\infty}^\infty$, $\{\xi_i\}_{i=1}^{\infty}$ be two independet sequences of i.i.d. random variables. Suppose that $\xi_i$ are integralvalued. The paper deals with asymptotic behavior the variable $W_n=n^{-1/2}\sum_{k=1}^n X_{\nu_k}$ under $n\to\infty$. It is shown that the distribution of the $W_n$ converge to the normal distribution and the rate of convergence has the same order as the classical Berry–Esseen estimate.

UDC: 519.21


 English version:
Journal of Soviet Mathematics, 1982, 20:3, 2130–2137

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