 Discrete geometric average under the stock-numeraire measure

For sampling times $t_i$ and $\bar{t}=n^{-1}{\sum }_i{t}_i$, the geometric mean $A=({\prod }_i{S}_{t_i}{)}^{1/n}$ has $\log A$ normally distributed under the stock-numeraire measure in the Black-Scholes model. Its mean is $\log S_0+(\rho +{\sigma }^2/2)\bar{t}$, and its variance is $v={\sigma }^2{n}^{-2}{\sum }_{i,j}\min (t_i,t_j)$. For descending times the sum is ${\sum }_i(2i-1)t_i$. The drift shift comes from exponential tilting, and must be included when the delivered payment contains a factor $S_T$.