Convergence and symmetry of infinite products of independent random variables

✍ Scribed by Italo Simonelli

• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 98 KB
• Volume: 55
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(01)00126-2

✦ Synopsis

Let X1; X2; : : : be a sequence of independent random variables. Under very general assumptions we ÿnd necessary and su cient conditions for the product (normalized product) of the Xi's to converge weakly to a random variable, and for the limiting distribution to be symmetric about zero.