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Asymptotic distribution for products of sums under dependence

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Abstract

The product of partial sums of linear positive (negative) quadrant dependent, positive random variables is asymptotically lognormal. This extends the earlier work on independent, positive random variables [see Rempala and Wegolowski Elect Comm Probab 7:47–54, 2002].

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Author information

Authors and Affiliations

  1. School of Mathematics and Statistics, Zhejiang University of Finance and Economics, Hangzhou, 310018, People’s Republic of China

    Yun-Xia Li

  2. Zhejiang Local Taxation Bureau, Zhejiang, Hangzhou, 310007, People’s Republic of China

    Jian-Feng Wang

Authors
  1. Yun-Xia Li
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  2. Jian-Feng Wang
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Corresponding author

Correspondence to Yun-Xia Li.

Additional information

Research supported by National Natural Science Foundation of China (No. 10471126); Research supported by Science Foundation of Zhejiang Provincial Education (No. 20060122).

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Li, YX., Wang, JF. Asymptotic distribution for products of sums under dependence. Metrika 66, 75–87 (2007). https://doi.org/10.1007/s00184-006-0095-2

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  • DOI: https://doi.org/10.1007/s00184-006-0095-2

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