RANDOM WALKS WITH RANDOM INDICES AND NEGATIVE DRIFTCONDITIONED TO STAY POSITIVE
A. Szubarga D. Szynal
Abstract: Let be a sequence of independent, identically distributed
random variables with and let a.s., be
a sequence of positive integer-valued random variables. Form the random walk
by setting
The main result in this paper shows (under appropriate conditions on and
) that conditioned on converges weakly to a
random variable considered by Iglehart [4].