On the infinite sums of deflated Gaussian products

DOI10.1214/ECP.v17-1921zbMath1266.60069MaRDI QIDQ456257

Lanpeng Ji, Zhongquan Tan, Enkelejd Hashorva

Publication date: 23 October 2012

Published in: Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

regular variationchi-square distributionexact tail asymptoticsGaussian productsinfinite sumsmaxdomain of attractionrandom deflation

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Related Items (2)

Extremes and products of multivariate AC-product risks ⋮ Asymptotic expansion of Gaussian chaos via probabilistic approach

This page was built for publication: On the infinite sums of deflated Gaussian products