Asymptotics for self-normalized random products of sums of i.i.d. random variables (Q996910): Difference between revisions

Consider a sequence of i.i.d. random variables in the domain of attraction of the normal law. Then, under mild technical conditions, the self-normalized random product of the partial sums is asymptotically lognormal.

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zbMATH Keywords

self-normalized products

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domain of attraction of the normal law

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lognormal distribution

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i.i.d. random variables

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reviewed by

Gheorghe Stoica

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jmaa.2006.12.085

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cites work

The asymptotic distribution of sums of records

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The Berry-Esseen bound for Student's statistic

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On the central limit theorem for the sum of a random number of independent random variables

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Studentized increments of partial sums

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Donsker's theorem for self-normalized partial sums processes

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Q4663825

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When is the Student \(t\)-statistic asymptotically standard normal?

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Self-normalized laws of the iterated logarithm

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Q4384415

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A note on asymptotic distribution of products of sums

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Limit distributions for products of sums.

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Asymptotics for products of sums and \(U\)-statistics

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Q4246913

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Identifiers

zbMATH Open document ID

1121.60020

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DOI

10.1016/j.jmaa.2006.12.085

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:996910

@@ Property / author @@
-Zheng Yan Lin
@@ Property / author: Zheng Yan Lin / rank @@
-Normal rank
@@ Property / reviewed by @@
-Gheorghe Stoica
@@ Property / reviewed by: Gheorghe Stoica / rank @@
-Normal rank
@@ Property / author @@
+Zheng Yan Lin
@@ Property / author: Zheng Yan Lin / rank @@
+Normal rank
@@ Property / reviewed by @@
+Gheorghe Stoica
@@ Property / reviewed by: Gheorghe Stoica / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmaa.2006.12.085
+Normal rank
@@ Property / OpenAlex ID @@
+W1995364747
@@ Property / OpenAlex ID: W1995364747 / rank @@
+Normal rank
@@ Property / cites work @@
+The asymptotic distribution of sums of records
@@ Property / cites work: The asymptotic distribution of sums of records / rank @@
+Normal rank
@@ Property / cites work @@
+The Berry-Esseen bound for Student's statistic
@@ Property / cites work: The Berry-Esseen bound for Student's statistic / rank @@
+Normal rank
@@ Property / cites work @@
+On the central limit theorem for the sum of a random number of independent random variables
+Normal rank
@@ Property / cites work @@
+Studentized increments of partial sums
@@ Property / cites work: Studentized increments of partial sums / rank @@
+Normal rank
@@ Property / cites work @@
+Donsker's theorem for self-normalized partial sums processes
+Normal rank
@@ Property / cites work @@
+Q4663825
@@ Property / cites work: Q4663825 / rank @@
+Normal rank
@@ Property / cites work @@
+When is the Student \(t\)-statistic asymptotically standard normal?
+Normal rank
@@ Property / cites work @@
+Self-normalized laws of the iterated logarithm
@@ Property / cites work: Self-normalized laws of the iterated logarithm / rank @@
+Normal rank
@@ Property / cites work @@
+Q4384415
@@ Property / cites work: Q4384415 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on asymptotic distribution of products of sums
+Normal rank
@@ Property / cites work @@
+Limit distributions for products of sums.
@@ Property / cites work: Limit distributions for products of sums. / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics for products of sums and \(U\)-statistics
+Normal rank
@@ Property / cites work @@
+Q4246913
@@ Property / cites work: Q4246913 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:996910