Limit Theorem for Sums of Random Products

2002/10/11 by O. Khorunzhiy, Khorunzhiy, O.
Decision Sciences · Mathematics · Physics and Astronomy · #Fuzzy Systems and Optimization #Probability and Risk Models #math-ph #math.MP #math.PR #msc:60F99 #msc:82B44

paper · pdf · doi:10.48550/arxiv.math/0210172

12 pages

arxiv created 2002/10/11 · arxiv updated 2009/11/30

Abstract

We study a generalization of the Random Energy Model to the case when the number of exponential factors varies at random. Also a relation between REM and the Erd"os-R'enyi limit theorem for maximums of partial sums is considered.

Related

• Stochastic version of the Erdos-Renyi limit theorem
• Limiting Distributions for Sums of Independent Random Products
• Limiting Distributions of Sums with Random Spectral Weights
• Refined distributional limit theorems for compound sums
• Exponential Random Energy Model