We consider the tail behavior of the product of two independent nonnegative random variables X and Y. Breiman (1965) has considered this problem, assuming that X is regularly varying with index a and that E{Ya+e} <8 for some e > 0. We investigate when the condition on Y can be weakened and apply our findings to analyze a class of random difference equations
AbstractA classic result in probability theory states that two independent real-valued random variab...
Abstract: Random vectors on the positive orthant whose distributions possess hidden regular variatio...
In this monograph the authors give a systematic approach to the probabilistic properties of the fixe...
We consider the tail behavior of the product of two independent nonnegative random variables X and Y...
AbstractIn this paper we study the distributional tail behavior of the solution to a linear stochast...
International audienceIn this paper we study the dsitributional tail behavior of the solution to a l...
Abstract: It is shown that the tail behavior of the function of nonnegative random variables can be ...
Let X and Y be two nonnegative and dependent random variables following a generalized Farlie-Gumbel-...
Consider the series ¿n CnZn where Zn are iid -valued random vectors and Cn are random matrices indep...
We consider the equation Rn=Qn+MnRn-1, with random non-i.i.d. coefficients , and show that the distr...
Consider the problem of approximating the tail probability of randomly weighted sums and their maxim...
AbstractFrom simple and natural assumptions, we study the functional asymptotic behavior in law of s...
Let {ξ1, ξ2, . . .} be a sequence of independent random variables, and η be a counting random variab...
Existence and stability of stationary solutions of nonlinear random difference equations are studied...
Existence and stability of stationary solutions of nonlinear random difference equations are studied...
AbstractA classic result in probability theory states that two independent real-valued random variab...
Abstract: Random vectors on the positive orthant whose distributions possess hidden regular variatio...
In this monograph the authors give a systematic approach to the probabilistic properties of the fixe...
We consider the tail behavior of the product of two independent nonnegative random variables X and Y...
AbstractIn this paper we study the distributional tail behavior of the solution to a linear stochast...
International audienceIn this paper we study the dsitributional tail behavior of the solution to a l...
Abstract: It is shown that the tail behavior of the function of nonnegative random variables can be ...
Let X and Y be two nonnegative and dependent random variables following a generalized Farlie-Gumbel-...
Consider the series ¿n CnZn where Zn are iid -valued random vectors and Cn are random matrices indep...
We consider the equation Rn=Qn+MnRn-1, with random non-i.i.d. coefficients , and show that the distr...
Consider the problem of approximating the tail probability of randomly weighted sums and their maxim...
AbstractFrom simple and natural assumptions, we study the functional asymptotic behavior in law of s...
Let {ξ1, ξ2, . . .} be a sequence of independent random variables, and η be a counting random variab...
Existence and stability of stationary solutions of nonlinear random difference equations are studied...
Existence and stability of stationary solutions of nonlinear random difference equations are studied...
AbstractA classic result in probability theory states that two independent real-valued random variab...
Abstract: Random vectors on the positive orthant whose distributions possess hidden regular variatio...
In this monograph the authors give a systematic approach to the probabilistic properties of the fixe...
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