Asymptotics for self-normalized random products of sums of i.i.d. random variables

DOI10.1016/J.JMAA.2006.12.085zbMATH Open1121.60020OpenAlexW1995364747MaRDI QIDQ996910FDOQ996910

Authors: Tian-Xiao Pang, Kyo-Shin Hwang, Zhengyan Lin 

Publication date: 19 July 2007

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2006.12.085

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zbMATH Keywords

lognormal distributiondomain of attraction of the normal lawi.i.d. random variablesself-normalized products

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

• Self-normalized laws of the iterated logarithm
• When is the Student \(t\)-statistic asymptotically standard normal?
• Donsker's theorem for self-normalized partial sums processes
• The Berry-Esseen bound for Student's statistic
• On the central limit theorem for the sum of a random number of independent random variables
• Limit distributions for products of sums.
• A note on asymptotic distribution of products of sums
• Title not available (Why is that?)
• Title not available (Why is that?)
• The asymptotic distribution of sums of records
• Asymptotics for products of sums and \(U\)-statistics
• Studentized increments of partial sums
• Title not available (Why is that?)

Cited In (17)

• Asymptotics for products of sums and \(U\)-statistics
• Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences
• The norm of products of free random variables
• Moderate deviations principle for products of sums of random variables
• The moderate deviation principle for self-normalized sums of sums of i.i.d. random variables
• A connection between self-normalized products and stable laws
• A weak invariance principle for self-normalized products of sums of mixing sequences
• An almost sure central limit theorem for self-normalized products of sums of i.i.d. random variables
• Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences
• An improved result in almost sure central limit theorem for self-normalized products of partial sums
• Precise asymptotics for self-normalized sums of independent and identically distributed random variables
• A remark on the rate of convergence for products of sums
• An almost sure central limit theorem for self-normalized weighted sums
• A general result on almost sure central limit theorem for self-normalized sums for mixing sequences
• An extension of almost sure central limit theorem for self-normalized products of sums for mixing sequences
• Limit distribution for products of sums of partial sums of linear processes generated by NSD sequence
• Almost sure central limit theorem for self-normalized products of partial sums of negatively associated sequences

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