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.

MoreLess

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

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

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

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