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Results tagged with limits-and-convergence
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user 473107
Convergence of series, sequences and functions and different modes of convergence.
1
vote
2
answers
168
views
Asymptotic properties of weighted random walks / infinite convolutions of random variables
Let $(X_n)_{n\in\mathbb{N}}$ be a sequence of i.i.d. real-random variables. Let further $0<c<1$. I'm interested in the asymptotic properties of
$$
\sum_{k=1}^n c^k X_k.
$$
I can prove that this conver …
- 14.2k