On some limit theorems for sums and products of random variables

zbMATH Open1178.60022MaRDI QIDQ3396872FDOQ3396872

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Publication date: 22 September 2009

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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)

Cited In (10)

• A quantitative discounted central limit theorem using the Fourier metric
• Limit theorems for the discount sums of moving averages
• A note on the invariance principle of the product of sums of random variables
• General limit distributions for sums of random variables with a matrix product representation
• A note on the almost sure limit theorem for the product of partial sums
• Title not available (Why is that?)
• 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
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• Random series with time-varying discounting

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