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Limit theorems for products of random linear transformations on the line

✍ Scribed by A. K. Grincevičius


Publisher
Springer
Year
1975
Tongue
English
Weight
610 KB
Volume
15
Category
Article
ISSN
0363-1672

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A central limit theorem for self-normali
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We give conditions under which the self-normalized product of independent and identically distributed (i.i.d) random variables X1; X2; : : :, where \* denotes the sum over all n-1-long sequences of integers 16i1¡i2¡ • • • ¡in-16n, is asymptotically normally distributed as n → ∞.