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Convergence and symmetry of infinite products of independent random variables

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  • Simonelli, Italo

Abstract

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.

Suggested Citation

  • Simonelli, Italo, 2001. "Convergence and symmetry of infinite products of independent random variables," Statistics & Probability Letters, Elsevier, vol. 55(1), pages 45-52, November.
    • Handle: RePEc:eee:stapro:v:55:y:2001:i:1:p:45-52
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    Cited by:

    1. Galambos, J. & Simonelli, I., 2003. "Comments on a recent limit theorem of Quine," Statistics & Probability Letters, Elsevier, vol. 63(1), pages 89-95, May.

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