Weak and Almost Sure Convergence for Products of Sums of Associated Random Variables
Author(s) -
Przemysław Matuła,
Iwona Stępień
Publication year - 2012
Publication title -
isrn probability and statistics
Language(s) - English
Resource type - Journals
eISSN - 2090-472X
pISSN - 2090-4711
DOI - 10.5402/2012/107096
Subject(s) - mathematics , random variable , convergence of random variables , convergence (economics) , law of large numbers , product (mathematics) , exchangeable random variables , proofs of convergence of random variables , sum of normally distributed random variables , algebra of random variables , weak convergence , discrete mathematics , combinatorics , statistics , computer science , economics , geometry , computer security , asset (computer security) , economic growth
We study weak convergence of product of sums of stationary sequences of associated random variables to the log-normal law. The almost sure version of this result is also presented. The obtained theorems extend and generalize some of the results known so far for independent or associated random variables.
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