On the distribution-tail behaviour of the product of normal random variables

DOI10.1186/s13660-023-02941-1OpenAlexW4321783239MaRDI QIDQ6062416

Romualdas Zovė, Remigijus Leipus, Jonas Šiaulys, Mantas Dirma

Publication date: 30 November 2023

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-023-02941-1

zbMATH Keywords

normal distributionasymptotic formulassaddle point methodproduct of random variablesdistribution tail

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Probability distributions: general theory (60E05)

Cites Work

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