A note on the product of independent random variables with regularly varying tails

DOI10.21099/TKBJM/1554170426MaRDI QIDQ2631610zbMATH OpenOpenAlexFDO

Authors Yuji Kasahara

Publication date 15 May 2019

Published in Tsukuba Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.tkbjm/1554170426

zbMATH Keywords

regular variationstable lawsproduct random variable

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07)

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(10)

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• Tail behavior of the product of two dependent random variables with applications to risk theory
• On the behavior of the product of independent random variables
• The product of independent random variables with regularly varying tails
• Revisiting the product of random variables
• Decorated stable trees
• Tail behavior of random products and stochastic exponentials
• Behaviors of the product of independent random variables
• From light tails to heavy tails through multiplier
• Tails of Stopped Random Products: The Factoid and Some Relatives

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