Sums of products of independent identically distributed random variables (I.I.D.R.V.).

Ricardo Vélez; Víctor Hernández

Trabajos de Estadística (1986)

  • Volume: 1, Issue: 1, page 140-150
  • ISSN: 0213-8190

Abstract

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In this paper we get some results about the asymptotic behaviour of the sequenceΠn = 1 + X1 + X1X2 + X1X2X3 + ...where {Xn}n=1∞ are i.i.d. random variables. Strong limit laws, Central limit theorem and Iterated Logarithm law are obtained, after an analysis of the convergence of Πn. Rates of convergence are also given.

How to cite

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Vélez, Ricardo, and Hernández, Víctor. "Sumas de productos de variables aleatorias independientes igualmente distribuidas (V.A.I.I.D.).." Trabajos de Estadística 1.1 (1986): 140-150. <http://eudml.org/doc/40425>.

@article{Vélez1986,
author = {Vélez, Ricardo, Hernández, Víctor},
journal = {Trabajos de Estadística},
keywords = {Teorma central del límite; asymptotic behavior; central limit theorem; iterated logarithm law; Rates of convergence},
language = {spa},
number = {1},
pages = {140-150},
title = {Sumas de productos de variables aleatorias independientes igualmente distribuidas (V.A.I.I.D.).},
url = {http://eudml.org/doc/40425},
volume = {1},
year = {1986},
}

TY - JOUR
AU - Vélez, Ricardo
AU - Hernández, Víctor
TI - Sumas de productos de variables aleatorias independientes igualmente distribuidas (V.A.I.I.D.).
JO - Trabajos de Estadística
PY - 1986
VL - 1
IS - 1
SP - 140
EP - 150
LA - spa
KW - Teorma central del límite; asymptotic behavior; central limit theorem; iterated logarithm law; Rates of convergence
UR - http://eudml.org/doc/40425
ER -

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