On the behavior of the product of independent random variables
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s11425-006-0342-z.pdf
Reference9 articles.
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3. Cline, D. B. H., Samorodnitsky, G., Subexponentiality of the product of independent random variables, Stochastic Process and Their Applications, 1994, 49: 75–98.
4. Embrechts, P., Goldie, C. M., On closure and factorization properties of subexponential distribution, J. Austral. Math. Soc. Ser. A, 1980, 29: 243–256.
5. Shimura, T., The product of independent random variables with slowly varying truncated moments, J. Austral. Math. Soc. Ser. A, 1997, 62: 186–197.
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