Asymptotics for self-normalized random products of sums of i.i.d. random variables (Q996910)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for self-normalized random products of sums of i.i.d. random variables |
scientific article |
Statements
Asymptotics for self-normalized random products of sums of i.i.d. random variables (English)
0 references
19 July 2007
0 references
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.
0 references
self-normalized products
0 references
domain of attraction of the normal law
0 references
lognormal distribution
0 references
i.i.d. random variables
0 references
0 references
