Products of random variables and the first digit phenomenon

preprint2015arXivOpen access

Abstract

We provide conditions on dependent and on non-stationary random variables XnX_n ensuring that the mantissa of the sequence of products (∏1nXk)\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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