On random walks with jumps scaled by cumulative sums of random variables

DOI10.1016/S0167-7152(97)00039-4MaRDI QIDQ1373958zbMATH OpenFDO

Authors K. Borovkov

Publication date 17 December 1997

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

random walkcentral limit theoremstrong law of large numbersfirst hitting timegambling systemi.i.d. random vectors

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 3551712 (Why is no real title available?)
• scientific article; zbMATH DE number 3236476 (Why is no real title available?)
• A bound for the distribution of a stopping time for a stochastic system
• A gambling system and a Markov chain
• Martingale difference arrays and stochastic integrals

Cited in

(5)

• A model of finite-step random walk with absorbent boundaries
• On Large Jumps of a Cramer Random Walk
• On distibutions of first passage times of martingales arising in some gambling problems
• Minima of independent time-inhomogeneous random walks
• Weak convergence of Markov random evolutions in a multidimensional space

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