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Teoriya Veroyatnostei i ee Primeneniya, 2004, Volume 49, Issue 2, Pages 382–395
DOI: https://doi.org/10.4213/tvp228
(Mi tvp228)
 

This article is cited in 2 scientific papers (total in 2 papers)

Short Communications

On transient phenomena in random walks

A. I. Sakhanenko

Ugra State University
References:
Abstract: Let $\overline S_n=\max_{1\le k\le n}\sum_{i=1}^{k}X_{i,n}$, where for any $n=1,2,\dots$ the sequence $X_{1,n},\dots, X_{n,n}$ consists of independent and identically distributed random variables with finite positive variances. This paper studies the problem of obtaining simple and unimprovable sufficient conditions of the Lindeberg type which guarantee the convergence of the normalized variable $(\overline S_n-A_n)/B_n$ to a nondegenerate random variable when the constants $A_n$ and $B_n>0$ are chosen, respectively. The results that Prokhorov and Borovkov obtained are simplified, refined, and strengthened. In particular, an unexplored case of when $D X_{1,n}\to 0$ as $n\to\infty$ is considered in detail.
Keywords: triangular array, maximum of sequential sums, uniform convergence of distributions, limit distributions, invariance principle, Prokhorov distance.
Received: 28.11.2003
English version:
Theory of Probability and its Applications, 2005, Volume 49, Issue 2, Pages 354–367
DOI: https://doi.org/10.1137/S0040585X9798100X
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. I. Sakhanenko, “On transient phenomena in random walks”, Teor. Veroyatnost. i Primenen., 49:2 (2004), 382–395; Theory Probab. Appl., 49:2 (2005), 354–367
Citation in format AMSBIB
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\paper On transient phenomena in random walks
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\transl
\jour Theory Probab. Appl.
\yr 2005
\vol 49
\issue 2
\pages 354--367
\crossref{https://doi.org/10.1137/S0040585X9798100X}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000230308000012}
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  • https://www.mathnet.ru/eng/tvp228
  • https://doi.org/10.4213/tvp228
  • https://www.mathnet.ru/eng/tvp/v49/i2/p382
  • 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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