Asymptotics for Products of a Random Number of Partial Sums

Marcin Przystalski

Bulletin of the Polish Academy of Sciences. Mathematics (2009)

  • Volume: 57, Issue: 2, page 163-167
  • ISSN: 0239-7269

Abstract

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We consider products of a random number of partial sums of independent, identically distributed, positive square-integrable random variables. We show that the distribution of these products is asymptotically lognormal.

How to cite

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Marcin Przystalski. "Asymptotics for Products of a Random Number of Partial Sums." Bulletin of the Polish Academy of Sciences. Mathematics 57.2 (2009): 163-167. <http://eudml.org/doc/281175>.

@article{MarcinPrzystalski2009,
abstract = {We consider products of a random number of partial sums of independent, identically distributed, positive square-integrable random variables. We show that the distribution of these products is asymptotically lognormal.},
author = {Marcin Przystalski},
journal = {Bulletin of the Polish Academy of Sciences. Mathematics},
language = {eng},
number = {2},
pages = {163-167},
title = {Asymptotics for Products of a Random Number of Partial Sums},
url = {http://eudml.org/doc/281175},
volume = {57},
year = {2009},
}

TY - JOUR
AU - Marcin Przystalski
TI - Asymptotics for Products of a Random Number of Partial Sums
JO - Bulletin of the Polish Academy of Sciences. Mathematics
PY - 2009
VL - 57
IS - 2
SP - 163
EP - 167
AB - We consider products of a random number of partial sums of independent, identically distributed, positive square-integrable random variables. We show that the distribution of these products is asymptotically lognormal.
LA - eng
UR - http://eudml.org/doc/281175
ER -

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