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Revisiting the Product of Random Variables.
- Source :
-
Journal of Mathematical Sciences . Oct2022, Vol. 267 Issue 2, p180-195. 16p. - Publication Year :
- 2022
-
Abstract
- For a large class of distribution functions we study properties of the product of random variables X and Y. We take into account the dependency structure between X and Y by making assumptions about the asymptotic equality P(X > x|Y = y) ~ h(y)P(X > x) as x → ∞, uniformly for y in the range of Y. As particular consequences, some well-known results concerning the product of random variables are reviewed, among them the Breiman's theorem. An application is made in the case where the dependence between X and Y is characterized by asymptotic conditions on their copula. [ABSTRACT FROM AUTHOR]
- Subjects :
- *DISTRIBUTION (Probability theory)
*COPULA functions
*RANDOM variables
Subjects
Details
- Language :
- English
- ISSN :
- 10723374
- Volume :
- 267
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Journal of Mathematical Sciences
- Publication Type :
- Academic Journal
- Accession number :
- 159866833
- Full Text :
- https://doi.org/10.1007/s10958-022-06123-0