Limit distributions for products of sums

Yongcheng Qi

Statistics & Probability Letters, 2003, vol. 62, issue 1, 93-100

Abstract: Let {X,Xn, n[greater-or-equal, slanted]1} be a sequence of independent and identically distributed positive random variables and set Sn=[summation operator]j=1n Xj for n[greater-or-equal, slanted]1. This paper proves that properly normalized products of the partial sums, ([product operator]j=1nSj/n![mu]n)[mu]/An, converges in distribution to some nondegenerate distribution when X is in the domain of attraction of a stable law with index [alpha][set membership, variant](1,2].

Keywords: Stable; laws; Product; of; sums; Limit; distribution (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (8)

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