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On the range of cumulative sums

โœ Scribed by P. A. P. Moran


Publisher
Springer Japan
Year
1964
Tongue
English
Weight
169 KB
Volume
16
Category
Article
ISSN
0020-3157

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On random walks with jumps scaled by cum
โœ Konstantin Borovkov ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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.