Sumas de productos de variables aleatorias independientes igualmente distribuidas (V.A.I.I.D.)

Autores: Ricardo Vélez Ibarrola , Víctor Hernández
Localización: Trabajos de estadística, ISSN 0213-8190, Vol. 1, Nº. 1, 1986, págs. 140-150
Idioma: español
DOI: 10.1007/bf02873517
Títulos paralelos:
- Sums of products of independent identically distributed random variables (I.I.D.R.V.)
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Resumen
- In this paper we get some results about the asymptotic behaviour of the sequence ?n = 1 + X1 + X1X2 + X1X2X3 + ...
  
  where {Xn}n=18 are i.i.d. random variables. Strong limit laws, Central limit theorem and Iterated Logarithm law are obtained, after an analysis of the convergence of ?n. Rates of convergence are also given