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.