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SCHWEITZER 1954 Problem 5

    Let ξ1,ξ2,…,ξn,...\xi _{1},\xi _{2},\dots ,\xi _{n},... be independent random variables of uniform distribution in (0,1)(0,1) . Show that the distribution of the random variable ηn=n∏k=1n(1−ξkk)(n=1,2,...)\eta _{n}= \sqrt[]{n}\prod_{k=1}^{n}(1-\frac{\xi _{k}}{k}) (n= 1,2,...) tends to a limit distribution for n→∞n \to \infty . (P. 6)

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