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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1983 Volume 28, Issue 1, Pages 98–114 (Mi tvp2157)

This article is cited in 2 papers

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

A. N. Borodin

Leningrad

Abstract: Let $\nu_k$ be a recurrent random walk with finite variance on an integer lattice. Let $\{X_i\}$, $\{X_{ij}\}$ $(-\infty<i,j<\infty)$ be sequences of independent random variables, which are independent of $\{\nu_k\}$, and let $b_n(k,i)$ be a non-random positive variables. The paper deals with the asymptotic (as $n\to\infty$) behaviour of the quantities
$$ S_n=\sum_{k=1}^nX_{\nu_k},\qquad\bar S_n=\sum_{k=1}^{\varkappa_n}X_{\nu_k}, $$
where $\varkappa_n$ is the first moment when the random walk leaves the interval $(-a\sqrt n,b\sqrt n)$, $a>0$, $b>0$,
$$ I_n=\sum_{k=1}^nb_n(k,\nu_k)X_{\nu_k}\qquad I_n=\sum_{k=1}^nb_n(k,\nu_k)\sum_{j=1}^kX_{{\nu_k}j}, $$
and some others.

Received: 09.06.1980


 English version:
Theory of Probability and its Applications, 1984, 28:1, 105–121

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