scientific article; zbMATH DE number 1301674

Let \(\{Z_n\}_{n\geq 1}\), \(\{B_n\}_{n\geq 1}\) and \(\{N_n\}_{n\geq 1}\) be nondecreasing sequences of random variables, positive real numbers and positive integer-valued random variables. The authors investigate the weak convergence of \(\{Z_{N_n}/B_{N_n}\}_{n\geq 1}\) under conditions: \(B_n/B_{n+1}\to 1\) and \(B_{N_n}/B_n\to \Lambda\) as \(n\to\infty\) where \(\lambda\) is a positive random variable. Special attention is paid to \(Z_n= S_n- A_n\) where \(S_n= X_1+\cdots+ X_n\), \(X_1,X_2,\dots\) are independent random variables, \(A_1,A_2,\dots\) are real numbers. Main results are generalizations of the results from the paper of the reviewer and \textit{T. Bo} [Theory Probab. Appl. 41, No. 3, 468-478 (1996); translation from Teor. Veroyatn. Primen. 41, No. 3, 520-532 (1996; Zbl 0896.60009)]. For the entire collection see [Zbl 0901.00049].

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