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

DOI10.1016/S0167-7152(97)00039-4zbMath0889.60076MaRDI QIDQ1373958

Konstantin A. Borovkov

Publication date: 17 December 1997

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

zbMATH Keywords

strong law of large numberscentral limit theoremrandom walkfirst 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)

Related Items (3)

On distibutions of first passage times of martingales arising in some gambling problems ⋮ Weak convergence of Markov random evolutions in a multidimensional space ⋮ A model of finite-step random walk with absorbent boundaries

Cites Work

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• 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

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