Limit theorems for random walks.~I
Teoriâ veroâtnostej i ee primeneniâ, Tome 10 (1965) no. 4, pp. 660-671
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Let $\xi_1,\xi_2,\dots,\xi_n,\dots$ be a sequence of independent random variables with the same distribution, $S_n=\sum_{k=1}^n\xi_k$ and let $f(x)$ be a measurable function. Limit theorems for sums $\sum_{k=1}^nf(S_k)$ are obtained
@article{TVP_1965_10_4_a3,
author = {A. V. Skorokhod and N. P. Slobodenyuk},
title = {Limit theorems for random {walks.~I}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {660--671},
publisher = {mathdoc},
volume = {10},
number = {4},
year = {1965},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1965_10_4_a3/}
}
A. V. Skorokhod; N. P. Slobodenyuk. Limit theorems for random walks.~I. Teoriâ veroâtnostej i ee primeneniâ, Tome 10 (1965) no. 4, pp. 660-671. http://geodesic.mathdoc.fr/item/TVP_1965_10_4_a3/