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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 1, Pages 98–114 (Mi tvp2157)  

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
English version:
Theory of Probability and its Applications, 1984, Volume 28, Issue 1, Pages 105–121
DOI: https://doi.org/10.1137/1128006
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Bor83}
\by A.~N.~Borodin
\paper Limit theorems for sums of independent random variables defined on a~recurrent random walk
\jour Teor. Veroyatnost. i Primenen.
\yr 1983
\vol 28
\issue 1
\pages 98--114
\mathnet{http://mi.mathnet.ru/tvp2157}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=691470}
\zmath{https://zbmath.org/?q=an:0529.60016|0517.60021}
\transl
\jour Theory Probab. Appl.
\yr 1984
\vol 28
\issue 1
\pages 105--121
\crossref{https://doi.org/10.1137/1128006}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1984SL53600006}
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  • https://www.mathnet.ru/eng/tvp/v28/i1/p98
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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