Convergence and symmetry of infinite products of independent random variables

Italo Simonelli

Statistics & Probability Letters, 2001, vol. 55, issue 1, 45-52

Abstract: Let X1,X2,... be a sequence of independent random variables. Under very general assumptions we find necessary and sufficient conditions for the product (normalized product) of the Xi's to converge weakly to a random variable, and for the limiting distribution to be symmetric about zero.

Keywords: Infinite; products; Weak; convergence; Symmetry; about; zero (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (1)

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