Dembo, Amir; Karlin, Samuel - In: Stochastic Processes and their Applications 45 (1993) 2, pp. 259-271
Let (Xi,Ui) be i.i.d., Xi real valued and Ui vector valued, bounded random variables or governed by a finite state Markov chain. Assuming that E[X]<0 and P(X> 0) 0, central limit theorems are derived for [Sigma]iUi on segments conditioned that [Sigma]iXi is increasingly high, going to +[infinity]. While...</0>