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.
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
\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:
Dombry C., Guillotin-Plantard N., “A functional approach for random walks in random sceneries”, Electronic Journal of Probability, 14 (2009), 1495–1512
A. N. Borodin, “Asymptotic behaviour of local times of recurrent random walks with infinite variance”, Theory Probab. Appl., 29:2 (1985), 318–333