Subexponentiality of the product of independent random variables /

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

Description
Abstract:	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 relationship between P(X > t) and P(XY > t) is further studied for the special cases where the former satisfies one of the extensions of regular variation.
Item Description:	Funding information taken from leaf 1. "3 December 1991"--Leaf 1.
Physical Description:	27 leaves ; 28 cm
Bibliography:	Includes bibliographical references (leaves 24-25).