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

DOI10.1016/S0167-7152(97)00039-4zbMATH Open0889.60076MaRDI QIDQ1373958FDOQ1373958

Authors: K. Borovkov 

Publication date: 17 December 1997

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

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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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Martingale difference arrays and stochastic integrals
• A gambling system and a Markov chain
• A bound for the distribution of a stopping time for a stochastic system

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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