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Limit laws for sums of products of exponentials ofiidrandom variables

✍ Scribed by Michael Cranston; Stanislav Molchanov


Book ID
110680605
Publisher
The Hebrew University Magnes Press
Year
2005
Tongue
English
Weight
691 KB
Volume
148
Category
Article
ISSN
0021-2172

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πŸ“œ SIMILAR VOLUMES


Limit theorems for sums of random expone
✍ GΓ©rard Ben Arous; Leonid V. Bogachev; Stanislav A. Molchanov πŸ“‚ Article πŸ“… 2005 πŸ› Springer 🌐 English βš– 300 KB
Limit distributions for products of sums
✍ Yongcheng Qi πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 126 KB

Let {X; X n ; nΒΏ 1} be a sequence of independent and identically distributed positive random variables and set S n = n j=1 X j for n ΒΏ 1. This paper proves that properly normalized products of the partial sums, ( n j=1 S j =n! n ) =An , converges in distribution to some nondegenerate distribution wh