Asymptotics for self-normalized random products of sums of i.i.d. random variables (Q996910): Difference between revisions
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Revision as of 19:48, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for self-normalized random products of sums of i.i.d. random variables |
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Asymptotics for self-normalized random products of sums of i.i.d. random variables (English)
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19 July 2007
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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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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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