The central limit theorem for certain functionals of random walks (Q921707)

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].