469概率困难derivationlong
Geometric Mean of Random Multipliers via LLN and CLT
题目
An investment grows by a random factor each year: in year , the portfolio is multiplied by , where are i.i.d.\ with . After years, the annualized growth factor is the geometric mean
(a) Find almost surely.
(b) For , use the CLT to approximate .
You may use , , and .
解题计时
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提交作答时记录,用于后续平均用时统计。
你的答案
a
b