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A Limit Theorem for Random Products of Trimmed Sums of i.i.d. Random Variables
Author
Source
Journal of Probability and Statistics
Issue
Vol. 2011, Issue 2011 (31 Dec. 2011), pp.1-13, 13 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-10-09
Country of Publication
Egypt
No. of Pages
13
Main Subjects
Abstract EN
Let {X,Xi; i≥1} be a sequence of independent and identically distributed positive random variables with a continuous distribution function F, and F has a medium tail.
Denote Sn=∑i=1nXi,Sn(a)=∑i=1nXiI(Mn-a
Under some suitable conditions, we show that (∏k=1[nt](Tk(a)/μk))μ/Vn→dexp{∫0t(W(x)/x)dx} in D[0,1], as n→∞, where Tk(a)=Sk-Sk(a) is the trimmed sum and {W(t);t≥0} is a standard Wiener process.
American Psychological Association (APA)
Zheng, Fa-mei. 2011. A Limit Theorem for Random Products of Trimmed Sums of i.i.d. Random Variables. Journal of Probability and Statistics،Vol. 2011, no. 2011, pp.1-13.
https://search.emarefa.net/detail/BIM-452423
Modern Language Association (MLA)
Zheng, Fa-mei. A Limit Theorem for Random Products of Trimmed Sums of i.i.d. Random Variables. Journal of Probability and Statistics No. 2011 (2011), pp.1-13.
https://search.emarefa.net/detail/BIM-452423
American Medical Association (AMA)
Zheng, Fa-mei. A Limit Theorem for Random Products of Trimmed Sums of i.i.d. Random Variables. Journal of Probability and Statistics. 2011. Vol. 2011, no. 2011, pp.1-13.
https://search.emarefa.net/detail/BIM-452423
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-452423