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Almost-sure growth rate of independent products (n−1log∏j=1n​Uj​→ElogU1​)

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Convergence of random variables Almost sure convergence Strong law of large numbers
2026-10-25  0 By others on same topic  0 Discussions Create my own version
If the positive factors Uj​ are independent and identically distributed and E∣logU1​∣<∞, the strong law of large numbers applied to their logarithms gives the displayed almost sure convergence. A negative limit forces the products to tend to zero; a positive limit forces them to tend to infinity. A zero limit alone gives neither conclusion. For a uniform distribution on (0,b), the logarithmic expected value is logb−1, so the products tend to zero almost surely for b<e and to infinity almost surely for b>e.

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  1. Strong law of large numbers
  2. Almost sure convergence
  3. Convergence of random variables
  4. Probability theory
  5. Probability and statistics
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  • Past exam of the probability course of the University of Oxford / 2023 / 1 / d / ii / Solution

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