On random walks with jumps scaled by cum
โ
Konstantin Borovkov
๐
Article
๐
1997
๐
Elsevier Science
๐
English
โ 351 KB
For random walks in which jumps are scaled by cumulative sums of i.i.d.r.v.'s, we establish the strong law of large numbers, CLT-type theorems, and two results related to the distributions of the first hitting times. (~) 1997 Elsevier Science B.V.