Asymptotics for Products of Sums and U-statistics

By Grzegorz A. Rempała, Jacek Wesołowski. 2002

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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.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/f66b3fa8d8ea283ac13794b83b8d40ca94fa40a4