On some limit theorems for sums and products of random variables

MaRDI QIDQ3396872zbMATH OpenFDO

Authors

Publication date 22 September 2009

zbMATH Keywords

conditionally independent factorslimit theorem for productslimit theorems for discounted sumsMarkovian switching of distributionsperiodically varying discount matrices

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Stochastic models in economics (91B70)

Recommendations

• Limit theorems for discounted sums of random vectors with a varying discount matrix
• scientific article; zbMATH DE number 3953956
• Limit theorems for discounted convergent perpetuities. II
• Random series with time-varying discounting
• A limit theorem for partial sums of random variables and its applications.

Cited in

(10)

• A quantitative discounted central limit theorem using the Fourier metric
• Limit theorems for the discount sums of moving averages
• General limit distributions for sums of random variables with a matrix product representation
• A note on the invariance principle of the product of sums of random variables
• A note on the almost sure limit theorem for the product of partial sums
• scientific article; zbMATH DE number 2114784 (Why is no real title available?)
• Some limit theorems for processes of product sums generated by non-stationary positively dependent random variables
• On sums of products of Bernoulli variables and random permutations
• scientific article; zbMATH DE number 4218077 (Why is no real title available?)
• Random series with time-varying discounting

This page was built for publication: On some limit theorems for sums and products of random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3396872)