Limit Theorems for Stopped Random Sequences. I: Rates of Convergence and Asymptotic Expansions
Vsevolod Konstantinovich Malinovskii · Theory of Probability and Its Applications · 1994
Stopped random sequences with record regeneration are considered and limit theorems refining the normal approximation are proved. Particular cases of such sequences are stopped random walks, recurrent Markov renewal processes, and certain procedures of sequential estimation.