IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v68y2004i4p407-413.html
   My bibliography  Save this article

A note on asymptotic distribution of products of sums

Author

Listed:
  • Lu, Xuewen
  • Qi, Yongcheng

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.

Suggested Citation

  • Lu, Xuewen & Qi, Yongcheng, 2004. "A note on asymptotic distribution of products of sums," Statistics & Probability Letters, Elsevier, vol. 68(4), pages 407-413, July.
  • Handle: RePEc:eee:stapro:v:68:y:2004:i:4:p:407-413
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(04)00130-0
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Qi, Yongcheng, 2003. "Limit distributions for products of sums," Statistics & Probability Letters, Elsevier, vol. 62(1), pages 93-100, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Rempala, Grzegorz & Wesolowski, Jacek, 2005. "Asymptotics for products of independent sums with an application to Wishart determinants," Statistics & Probability Letters, Elsevier, vol. 74(2), pages 129-138, September.
    2. Kosinski, Kamil M., 2009. "On the functional limits for sums of a function of partial sums," Statistics & Probability Letters, Elsevier, vol. 79(13), pages 1522-1527, July.
    3. Kosinski, Kamil, 2009. "Asymptotics for sums of a function of normalized independent sums," Statistics & Probability Letters, Elsevier, vol. 79(4), pages 415-419, February.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:68:y:2004:i:4:p:407-413. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.