We prove an almost sure functional limit theorem for the product of partial sums of i.i.d. positive random variables with finite second moment.
Keywords: almost sure limit theorem, functional theorem, invariance principle, product of partial sums
@article{PS_2010__14__338_0,
author = {Gonchigdanzan, Khurelbaatar},
title = {Almost sure functional limit theorem for the product of partial sums},
journal = {ESAIM: Probability and Statistics},
pages = {338--342},
year = {2010},
publisher = {EDP Sciences},
volume = {14},
doi = {10.1051/ps:2008038},
mrnumber = {2779488},
language = {en},
url = {https://www.numdam.org/articles/10.1051/ps:2008038/}
}
TY - JOUR AU - Gonchigdanzan, Khurelbaatar TI - Almost sure functional limit theorem for the product of partial sums JO - ESAIM: Probability and Statistics PY - 2010 SP - 338 EP - 342 VL - 14 PB - EDP Sciences UR - https://www.numdam.org/articles/10.1051/ps:2008038/ DO - 10.1051/ps:2008038 LA - en ID - PS_2010__14__338_0 ER -
%0 Journal Article %A Gonchigdanzan, Khurelbaatar %T Almost sure functional limit theorem for the product of partial sums %J ESAIM: Probability and Statistics %D 2010 %P 338-342 %V 14 %I EDP Sciences %U https://www.numdam.org/articles/10.1051/ps:2008038/ %R 10.1051/ps:2008038 %G en %F PS_2010__14__338_0
Gonchigdanzan, Khurelbaatar. Almost sure functional limit theorem for the product of partial sums. ESAIM: Probability and Statistics, Tome 14 (2010), pp. 338-342. doi: 10.1051/ps:2008038
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