نتایج جستجو برای: central limit theorem

تعداد نتایج: 778315  

2008
YU MIAO

Let (Xn)n≥1 be a sequence of independent identically distributed (i.i.d.) positive random variables (r.v.). Recently there have been several studies to the products of partial sums. It is well known that the products of i.i.d. positive, square integrable random variables are asymptotically log-normal. This fact is an immediate consequence of the classical central limit theorem (CLT). This point...

Journal: :Probability Theory and Related Fields 2013

Journal: :The Annals of Probability 1986

Journal: :Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics 1982

Journal: :Bulletin of the American Mathematical Society 1961

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Journal: :Stochastic Processes and their Applications 1987

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Journal: :Methods and Applications of Analysis 2002

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