On the long tail property of product convolution
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Publication:829815
DOI10.1007/s10986-020-09482-wzbMath1468.60019arXiv1901.01399OpenAlexW3025284783MaRDI QIDQ829815
Publication date: 6 May 2021
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.01399
Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05)
Related Items (2)
A note on product-convolution for generalized subexponential distributions ⋮ On the distribution-tail behaviour of the product of normal random variables
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