2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/144942Given a stationary first-order autoregressive process X_t (with lag-one correlation rho satisfying |rho|<1), we examine the Central Limit Theorem for (1/n)*ln |X_1...X_n| and compute variances to high precision. Given a nonstationary process X_t (with |rho|>1), we examine instead (1/n)*ln|X_n| and study the distribution of ln|X_n|-n*ln|rho|.8 pages; introduced corrections in section 3Dynamical SystemsProbabilityStatistics Theory62M10 (Primary); 11Y60, 34D08, 37H10, 60H10, 60J05, 65C50 (Secondary)text