THE SUM OF THE RECIPROCAL OF THE RANDOM WALK
推导了连续分布创新随机游走正部倒数之和以及绝对值倒数之和的极限分布，并发现简单随机游走情况下的极限分布不同。
This paper derives the limit distribution of the rescaled sum of the reciprocal of the positive part of a random walk with continuously distributed innovations, and of the rescaled sum of the reciprocal of the absolute value of a random walk with continuously distributed innovations. It also considers this statistic for the case of a simple random walk, and shows that the limit distribution is different for this case.