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arXiv · 1512.06049

Products of random variables and the first digit phenomenon

Nicolas Chenavier·Bruno Masse·Dominique Schneider
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Abstract

We provide conditions on dependent and on non-stationary random variables $X_n$ ensuring that the mantissa of the sequence of products $\left(\prod_{1}^{n}X_k\right)$ is almost surely distributed following the Benford's law or converges in distribution to the Benford's law.

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Nicolas Chenavier, Bruno Masse, Dominique Schneider. 2015-12-18. Products of random variables and the first digit phenomenon. https://arxiv.org/abs/1512.06049

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