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2002 Asymptotics for Products of Sums and U-statistics
Grzegorz Rempala, Jacek Wesolowski
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Electron. Commun. Probab. 7: 47-54 (2002). DOI: 10.1214/ECP.v7-1046

Abstract

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.

Citation

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Grzegorz Rempala. Jacek Wesolowski. "Asymptotics for Products of Sums and U-statistics." Electron. Commun. Probab. 7 47 - 54, 2002. https://doi.org/10.1214/ECP.v7-1046

Information

Accepted: 20 January 2002; Published: 2002
First available in Project Euclid: 16 May 2016

zbMATH: 1008.62048
MathSciNet: MR1887173
Digital Object Identifier: 10.1214/ECP.v7-1046

Subjects:
Primary: 60F05 , 62G32

Keywords: central limit theorem , Lognormal distribution , productsof sums of iid rv's , records , U-statistics

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