Weak convergence of random sums under nonrandom centering (Q1917611)

Let \(\{X_k \}_{k= 1, 2, \dots}\) be a sequence of i.i.d. r.v.'s defined on a probability space \((\Omega, {\mathcal A}, P)\) and \(\{N_n \}_{n= 1, 2, \dots}\) a sequence of positive integer-valued r.v.'s defined on the same probability space such that for each \(n\) the r.v.'s \(N_n\) and \(\{X_k \}_{k=1, 2, \dots}\) are independent. The r.v. \(Z_n= {1\over {B_n}} (\sum^{N_n}_{k=1} X_k- na_n)\) is called a random sum under nonrandom centering. Necessary and sufficient conditions are obtained for the weak convergence of nonrandomly centered and normalized random sums. Limit distributions are described by the help of the standard normal law \(\Phi\) and the convolution with \(\Phi\) and another distribution function \(F\). It is given a generalization of a paper by \textit{M. Finkelstein} and \textit{H. G. Tucker} [Proc. Am. Math. Soc. 107, No. 4, 1061-1070 (1989; Zbl 0682.60017)].