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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}
Linking options:
  • https://www.mathnet.ru/eng/tvp2157
  • https://www.mathnet.ru/eng/tvp/v28/i1/p98
  • This publication is cited in the following 2 articles:
    1. Dombry C., Guillotin-Plantard N., “A functional approach for random walks in random sceneries”, Electronic Journal of Probability, 14 (2009), 1495–1512  mathscinet  zmath  isi
    2. A. N. Borodin, “Asymptotic behaviour of local times of recurrent random walks with infinite variance”, Theory Probab. Appl., 29:2 (1985), 318–333  mathnet  mathnet  crossref  isi
    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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