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Almost sure functional limit theorem for the product of partial sums

Published online by Cambridge University Press:  29 October 2010

Khurelbaatar Gonchigdanzan
Khurelbaatar Gonchigdanzan*
Affiliation:
Department of Mathematical Sciences, University of Wisconsin, Stevens Point, WI, 54481, USA
*
Corresponding author: hurlee@uwsp.edu
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Abstract

We prove an almost sure functional limit theorem for the product of partial sums of i.i.d. positive random variables with finite second moment.

Keywords

Almost sure limit theoremfunctional theoreminvariance principleproduct of partial sums

Information

Type
Research Article
Information
ESAIM: Probability and Statistics , Volume 14 , 2010 , pp. 338 - 342
Copyright
© EDP Sciences, SMAI, 2010

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References

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