Beta-gamma tail asymptotics

DOI10.1214/ECP.V20-4545MaRDI QIDQ894513zbMATH OpenOpenAlexFDO

Authors Jim Pitman, Miklós Z. Rácz

Publication date 1 December 2015

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

Full work available at URL https://arxiv.org/abs/1509.02583

zbMATH Keywords

tail asymptoticsbeta-gamma algebra

Mathematics Subject Classification ID

Distribution theory (60E99)

Abstract: We compute the tail asymptotics of the product of a beta random variable and a generalized gamma random variable which are independent and have general parameters. A special case of these asymptotics were proved and used in a recent work of Bubeck, Mossel, and R'acz in order to determine the tail asymptotics of the maximum degree of the preferential attachment tree. The proof presented here is simpler and highlights why these asymptotics hold.

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Cited in

(7)

• Limit theorems for the uppermost \(m\)th spacing based on weak geometric records
• The area of a spectrally positive stable process stopped at zero
• Extremes of randomly scaled Gumbel risks
• Right tail asymptotic expansion of Tracy-Widom beta laws
• Products of normal, beta and gamma random variables: Stein operators and distributional theory
• Concentration inequalities from monotone couplings for graphs, walks, trees and branching processes
• Tail asymptotics under beta random scaling

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