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Convergence of generic infinite products of nonexpansive and uniformly continuous operators

✍ Scribed by Simeon Reich; Alexander J. Zaslavski


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
121 KB
Volume
36
Category
Article
ISSN
0362-546X

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Let X1; X2; : : : be a sequence of independent random variables. Under very general assumptions we ΓΏnd 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.

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✍ Janusz Matkowski πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 85 KB

## Abstract Let __I__, __J__ βŠ‚ ℝ be intervals. The main result says that if a superposition operator __H__ generated by a function of two variables __h__: __I__ Γ— __J__ β†’ ℝ, __H__ (__Ο†__)(__x__) ≔ __h__ (__x__, __Ο†__ (__x__)), maps the set __BV__ (__I__, __J__) of all bounded variation functions,