Subexponentiality of the product of independent random variables /

Subexponentiality of the product of independent random variables /

Suppose X and Y are independent nonnegative random variables. We study the behavior of P(XY > t), as t approaches infinity, when X has a subexponential distribution. Particular attention is given to obtaining sufficient conditions on P(Y > t) for XY to have a subexponential distribution. The r...

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Bibliographic Details
Main Authors: Cline, Daren B. H. (Author), Samorodnitsky, Gennady (Author)
Corporate Authors: National Science Foundation (U.S.) (sponsoring body.), Cornell University. Mathematical Sciences Institute (sponsoring body.), United States. Office of Naval Research (sponsoring body.)
Format: Book
Language:English
Published: College Station, Texas : Department of Statistics, Texas A & M University, 1991.
Series:Technical report (Texas A & M University. Department of Statistics) ; no. 159.
Subjects:
Distribution (Probability theory)
Extreme value theory.
Convolutions (Mathematics)
Mathematical statistics.
Probability theory and stochastic processes > Stochastic processes > Extreme value theory; extremal processes.
Subexponentiality

Cushing: Texas A&M Publications (Remote Storage: 2-3 day retrieval)

Holdings details from Cushing: Texas A&M Publications (Remote Storage: 2-3 day retrieval)
Call Number: QA276.A12 T4 no.159
 
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