ASYMPTOTICS FOR PRODUCTS OF SUMS AND U-STATISTICS

被引：60

作者：

Rempala, Grzegorz ^{[1
]}

Wesolowski, Jacek ^{[2
]}

机构：

[1] Univ Louisville, Dept Math, Louisville, KY 40241 USA

[2] Politechn Warszaurska, Wydzial Matemat & Nauk Informacyjnych, PL-00661 Warsaw, Poland

来源：

ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2002年 / 7卷

关键词：

Central limit theorem; Lognormal distribution; Products of sums of iid rv’s; Records; U-statistics;

D O I：

10.1214/ECP.v7-1046

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The product of subsequent partial sums of independent, identically distributed, square integrable, positive random variables is asymptotically lognormal. The result extends in a rather routine way to non-degenerate U-statistics.

引用

页码：47 / 54

页数：8