Asymptotics for Products of Sums and U-statistics

Grzegorz Rempala (University of Louisville)
Jacek Wesolowski (Politechnika Warszawska)

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.

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Pages: 47-54

Publication Date: January 20, 2002

DOI: 10.1214/ECP.v7-1046

References

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