On computing distributions of products of random variables via Gaussian multiresolution analysis

Applied and Computational Harmonic Analysis ◽

10.1016/j.acha.2017.08.008 ◽

2019 ◽

Vol 47 (2) ◽

pp. 306-337 ◽

Author(s):

Gregory Beylkin ◽

Lucas Monzón ◽

Ignas Satkauskas

Keyword(s):

Multiresolution Analysis ◽

Random Variables ◽

Products Of Random Variables

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Products of Random Variables

Probability Distributions Involving Gaussian Random Variables ◽

10.1007/978-0-387-47694-0_7 ◽

2007 ◽

pp. 49-60

Keyword(s):

Random Variables ◽

Products Of Random Variables

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Chebyshev Inequalities for Products of Random Variables

Mathematics of Operations Research ◽

10.1287/moor.2017.0888 ◽

2018 ◽

Vol 43 (3) ◽

pp. 887-918 ◽

Author(s):

Napat Rujeerapaiboon ◽

Daniel Kuhn ◽

Wolfram Wiesemann

Keyword(s):

Random Variables ◽

Products Of Random Variables ◽

Chebyshev Inequalities

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The Kloss convergence principle for products of random variables with values in a compact group and distributions determined by a Markov chain

Discrete Mathematics and Applications ◽

10.1515/dma.2008.003 ◽

2008 ◽

Vol 18 (1) ◽

Author(s):

I. A. Kruglov

Keyword(s):

Markov Chain ◽

Compact Group ◽

Random Variables ◽

Products Of Random Variables

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Hamburger moment problem for powers and products of random variables

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2013.11.002 ◽

2014 ◽

Vol 154 ◽

pp. 166-177 ◽

Author(s):

Jordan Stoyanov ◽

Gwo Dong Lin ◽

Anirban DasGupta

Keyword(s):

Moment Problem ◽

Random Variables ◽

Hamburger Moment Problem ◽

Products Of Random Variables

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A central limit theorem for self-normalized products of random variables

Statistics & Probability Letters ◽

10.1016/s0167-7152(98)00243-0 ◽

1999 ◽

Vol 43 (2) ◽

pp. 137-143 ◽

Author(s):

M.P Quine

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Random Variables ◽

Products Of Random Variables

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Inverse distributions and independent gamma-distributed products of random variables

10.1093/biomet/50.3-4.505 ◽

1963 ◽

Vol 50 (3-4) ◽

pp. 505-508 ◽

Author(s):

J. AITCHISON

Keyword(s):

Random Variables ◽

Products Of Random Variables

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Products of random variables and the first digit phenomenon

Stochastic Processes and their Applications ◽

10.1016/j.spa.2017.08.003 ◽

2018 ◽

Vol 128 (5) ◽

pp. 1615-1634 ◽

Author(s):

Nicolas Chenavier ◽

Bruno Massé ◽

Dominique Schneider

Keyword(s):

Random Variables ◽

Products Of Random Variables

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Products of Random Variables

In Operations Research & Management Science - Computational Probability ◽

10.1007/978-0-387-74676-0_5 ◽

2008 ◽

pp. 55-68

Keyword(s):

Random Variables ◽

Products Of Random Variables

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Attainability at a finite step of limit distributions for products of random variables with values in a finite group

Discrete Mathematics and Applications ◽

10.1515/156939206778609750 ◽

2006 ◽

Vol 16 (4) ◽

Author(s):

I. A. Kruglov

Keyword(s):

Finite Group ◽

Random Variables ◽

Limit Distributions ◽

Products Of Random Variables ◽

Finite Step ◽

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On the Exact Covariance of Products of Random Variables

Journal of the American Statistical Association ◽

10.1080/01621459.1969.10501069 ◽

1969 ◽

Vol 64 (328) ◽

pp. 1439-1442 ◽

Author(s):

George W. Bohrnstedt ◽

Arthur S. Goldberger

Keyword(s):

Random Variables ◽

Products Of Random Variables

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