Convergence and symmetry of infinite products of independent random variables

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.

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Year of publication:	2001
Authors:	Simonelli, Italo
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 55.2001, 1, p. 45-52
Publisher:	Elsevier
Keywords:	Infinite products Weak convergence Symmetry about zero

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223270