Asymptotics for Products of a Random Number of Partial Sums
Marcin Przystalski
Bulletin of the Polish Academy of Sciences. Mathematics, Tome 57 (2009), p. 163-167 / Harvested from The Polish Digital Mathematics Library
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We consider products of a random number of partial sums of independent, identically distributed, positive square-integrable random variables. We show that the distribution of these products is asymptotically lognormal.

Publié le : 2009-01-01
EUDML-ID : urn:eudml:doc:281175 
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     title = {Asymptotics for Products of a Random Number of Partial Sums},
     journal = {Bulletin of the Polish Academy of Sciences. Mathematics},
     volume = {57},
     year = {2009},
     pages = {163-167},
     zbl = {1175.60019},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-ba57-2-9}
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Marcin Przystalski. Asymptotics for Products of a Random Number of Partial Sums. Bulletin of the Polish Academy of Sciences. Mathematics, Tome 57 (2009) pp. 163-167. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-ba57-2-9/