The central limit theorem for certain functionals of random walks (Q921707): Difference between revisions

For the proofs of limit theorems for functionals of random walks, whose steps have different distribution functions, we have applied limit theorems for sums of martingale-differences. This has allowed us to simplify significantly the proof and to relax the assumptions of previously known statements [cf. \textit{A. V. Skorokhod} and \textit{N. P. Slobodenyuk}, Limit theorems for random walks (1970; Zbl 0272.60051), p. 227-228].