On the infinite sums of deflated Gaussian products

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Serval ID
serval:BIB_8E16E03571D3
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
On the infinite sums of deflated Gaussian products
Journal
Electronic Communications in Probability
Author(s)
Hashorva E., Ji L., Tan Z.
ISSN
1083-589X (Electronic)
Publication state
Published
Issued date
2012
Peer-reviewed
Oui
Volume
17
Number
31
Pages
1-8
Language
english
Keywords
Gaussian products, Infinite sums, Random deflation, Exact tail asymptotics, Maxdomain of attraction, Regular variation, Chi-square distribution
OAI-PMH
oai:serval.unil.ch:BIB_8E16E03571D3
DOI
10.1214/ECP.v17-1921
Open Access
Yes
Create date
02/08/2012 8:11
Last modification date
20/08/2019 15:52
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