“Convergence and symmetry of infinite products of independent random variables”: [Statist. Probab. Lett. 55 (2001) 45–52]

✍ Scribed by Italo Simonelli

Publisher: Elsevier Science
Year: 2003
Tongue: English
Weight: 57 KB
Volume: 62
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(03)00049-x

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Convergence and symmetry of infinite pro

Convergence and symmetry of infinite products of independent random variables

✍ Italo Simonelli 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 98 KB

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.