Asymptotics for Products of a Random Number of Partial Sums
Volume 57 / 2009
Bulletin Polish Acad. Sci. Math. 57 (2009), 163-167
MSC: Primary 60F05.
DOI: 10.4064/ba57-2-9
Abstract
We consider products of a random number of partial sums of independent, identically distributed, positive square-integrable random variables. We show that the distribution of these products is asymptotically lognormal.
