Description - Products of Random Variables by Janos Galambos
This impressive work sees 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 obtains results with dependent variables using a new Bonferroni-type argument. Well-indexed and well-referenced, this volume systematically and comprehensively tracks the progression of research completed in the area over the last twenty years, and clarifies foundational concepts such as symmetric and limiting distributions of products. TOC:
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