Products of Random Variables explores the theory of products of random variables through from distributions and limit theorems, to characterizations, to applications in physics, order statistics, and number theory. It uses entirely probabilistic arguments in actualizing the potential of the asymptotic theory of products of independent random variables and obtaining results with dependent variables using a new Bonferroni-type argument. Systematically and comprehensively tracks the progression of research completed in the area over the last twenty years. Well-indexed and...
Products of Random Variables explores the theory of products of random variables through from distributions and limit theorems, to characterizations, ...