Almost sure functional limit theorem for the product of partial sums
ESAIM: Probability and Statistics (2010)
- Volume: 14, page 338-342
- ISSN: 1292-8100
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Abstract
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topGonchigdanzan, Khurelbaatar. "Almost sure functional limit theorem for the product of partial sums." ESAIM: Probability and Statistics 14 (2010): 338-342. <http://eudml.org/doc/250817>.
@article{Gonchigdanzan2010,
abstract = {
We prove an almost sure functional limit theorem for the product of partial sums of i.i.d. positive random variables with finite second moment.
},
author = {Gonchigdanzan, Khurelbaatar},
journal = {ESAIM: Probability and Statistics},
keywords = {Almost sure limit theorem; functional theorem; invariance principle; product of partial sums; almost sure limit theorem},
language = {eng},
month = {10},
pages = {338-342},
publisher = {EDP Sciences},
title = {Almost sure functional limit theorem for the product of partial sums},
url = {http://eudml.org/doc/250817},
volume = {14},
year = {2010},
}
TY - JOUR
AU - Gonchigdanzan, Khurelbaatar
TI - Almost sure functional limit theorem for the product of partial sums
JO - ESAIM: Probability and Statistics
DA - 2010/10//
PB - EDP Sciences
VL - 14
SP - 338
EP - 342
AB -
We prove an almost sure functional limit theorem for the product of partial sums of i.i.d. positive random variables with finite second moment.
LA - eng
KW - Almost sure limit theorem; functional theorem; invariance principle; product of partial sums; almost sure limit theorem
UR - http://eudml.org/doc/250817
ER -
References
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- K. Gonchigdanzan and G. Rempała, A note on the almost sure limit theorem for the product of partial sums. Appl. Math. Lett.19 (2006) 191–196.
- G. Rempała and J. Wesołowski, Asymptotics for products of sums and U-statistics. Electron. Commun. Probab.7 (2002) 47–54.
- Y. Qi, Limit distributions for products of sums. Statist. Probab. Lett.62 (2003) 93–100.
- L. Zhang and W. Huang, A note on the invariance principle of the product of sums of random variables. Electron. Commun. Probab.12 (2007) 51–56.
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