Asymptotics for Products of a Random Number of Partial Sums
Bulletin of the Polish Academy of Sciences. Mathematics, Tome 57 (2009) no. 2, pp. 163-167
Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences
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.
Keywords:
consider products random number partial sums independent identically distributed positive square integrable random variables distribution these products asymptotically lognormal
Affiliations des auteurs :
Marcin Przystalski  1
@article{10_4064_ba57_2_9,
author = {Marcin Przystalski},
title = {Asymptotics for {Products} of a {Random} {Number} of {Partial} {Sums}},
journal = {Bulletin of the Polish Academy of Sciences. Mathematics},
pages = {163--167},
year = {2009},
volume = {57},
number = {2},
doi = {10.4064/ba57-2-9},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/ba57-2-9/}
}
TY - JOUR AU - Marcin Przystalski TI - Asymptotics for Products of a Random Number of Partial Sums JO - Bulletin of the Polish Academy of Sciences. Mathematics PY - 2009 SP - 163 EP - 167 VL - 57 IS - 2 UR - http://geodesic.mathdoc.fr/articles/10.4064/ba57-2-9/ DO - 10.4064/ba57-2-9 LA - en ID - 10_4064_ba57_2_9 ER -
Marcin Przystalski. Asymptotics for Products of a Random Number of Partial Sums. Bulletin of the Polish Academy of Sciences. Mathematics, Tome 57 (2009) no. 2, pp. 163-167. doi: 10.4064/ba57-2-9
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