The integral limit theorem in the first passage problem for sums of independent nonnegative lattice variables (Q2491429)

Summary: The integral limit theorem as to the probability distribution of the random number \(\nu _{m}\) of summands in the sum \(\sum _{k=1}^{\nu _{m}}\xi _{k}\) is proved. Here, \(\xi _{1},\xi _{2},\dots \) are some nonnegative, mutually independent, lattice random variables being equally distributed and \(\nu _{m}\) is defined by the condition that the sum value exceeds at the first time the given level \(m\in \mathbb N\) when the number of terms is equal to \(\nu _{m}\).