Correction. Error estimates for binomial approximations of game options

Correction for Error estimates for binomial approximations of game options [math.PR/0607123]Comment: Published at http://dx.doi.org/10.1214/105051606000000808 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

A nonconventional local limit theorem

We extend local limit theorem type results to nonconventional sums of the form $S_N=\sum_{n=1}^NF(\xi_n,\xi_{2n},...,\xi_{\ell n})$.Comment: 23 page