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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 1, Pages 98–114
(Mi tvp2157)
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This article is cited in 2 scientific papers (total 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
Citation:
A. N. Borodin, “Limit theorems for sums of independent random variables defined on a recurrent random walk”, Teor. Veroyatnost. i Primenen., 28:1 (1983), 98–114; Theory Probab. Appl., 28:1 (1984), 105–121
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https://www.mathnet.ru/eng/tvp2157 https://www.mathnet.ru/eng/tvp/v28/i1/p98
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Abstract page: | 239 | Full-text PDF : | 110 | First page: | 2 |
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