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Limit Laws for Sums of Independent Random Products: the Lattice Case

Authors:

Zakhar Kabluchko

Institution:

(1) Research Center for Combinatorics, Nankai University, Tianjin, 300071, China

Abstract:

Let {V _i,j;(i,j)∈ℕ²} be a two-dimensional array of independent and identically distributed random variables. The limit laws of the sum of independent random products

Z_n=?_i=1^N_n?_j=1ⁿe^V_i,jZ_n=\sum_{i=1}^{N_n}\prod_{j=1}^{n}e^{V_{i,j}}

Keywords:
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