A note on asymptotic distribution of products of sums

Xuewen Lu and Yongcheng Qi

Statistics & Probability Letters, 2004, vol. 68, issue 4, 407-413

Abstract: The asymptotic behavior of product of the partial sums from a sequence of independent and identically distributed positive random variables have been studied by several papers. In Qi (Statist. Probab. Lett. 62 (2003) 93) the limit distribution for properly normalized products is proved when the underling distribution is in the domain of attraction of a stable law with exponent in (1,2]. In this note a similar result is obtained when the underlying distribution is in the domain of attraction of a stable law with exponent 1 and has a finite first moment.

Keywords: Stable; laws; Product; of; sums; Limit; distribution (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (4)

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