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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1985 Volume 142, Pages 130–140 (Mi znsl4325)

Some limit theorems for functionals of random walks in the domain of attraction of the Cauchy law

M. V. Petrova


Abstract: For different types of random walks in the domain of attraction of the Cauchy law one proves a series of theorems on the weak convergence of the random polygons $\nu_n(t)$ with the nodes $\Big(\frac kn,\frac{\pi}{\log n}\sum_{i=1}^kf(\zeta_i)\Big)$, $k=1,\dots,n$, $\nu_n(0)=0$ in the space $C[0,1]$ to a certain degenerate process.

UDC: 519.2


 English version:
Journal of Soviet Mathematics, 1987, 36:4, 525–531

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