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Chenavier, N, Massé, B and Schneider, D (2018)

Products of random variables and the first digit phenomenon

Preprint arXiv:1512.06049 [math.PR]; last accessed January 9, 2019.

ISSN/ISBN: Not available at this time. DOI: Not available at this time.



Abstract: We provide conditions on dependent and on non-stationary random variables Xn ensuring that the mantissa of the sequence of products (∏n1Xk) is almost surely distributed following the Benford's law or converges in distribution to the Benford's law.


Bibtex:
@ARTICLE{, author = {{Chenavier}, Nicolas and {Masse}, Bruno and {Schneider}, Dominique}, title = "{Products of random variables and the first digit phenomenon}", journal = {arXiv e-prints}, keywords = {Mathematics - Probability}, year = 2015, month = Dec, eid = {arXiv:1512.06049}, pages = {arXiv:1512.06049}, archivePrefix = {arXiv}, eprint = {1512.06049}, }


Reference Type: Preprint

Subject Area(s): Probability Theory