Products of random variables and the first digit phenomenon
Probability
2015-12-21 v1
Abstract
We provide conditions on dependent and on non-stationary random variables ensuring that the mantissa of the sequence of products is almost surely distributed following the Benford's law or converges in distribution to the Benford's law.
Keywords
Cite
@article{arxiv.1512.06049,
title = {Products of random variables and the first digit phenomenon},
author = {Nicolas Chenavier and Bruno Masse and Dominique Schneider},
journal= {arXiv preprint arXiv:1512.06049},
year = {2015}
}