Author:
Leipus Remigijus,Šiaulys Jonas,Dirma Mantas,Zovė Romualdas
Abstract
AbstractIn this paper we consider the product$\Pi _{n}=\prod_{k=1}^{n}\xi _{k}$Πn=∏k=1nξkofnindependent normally distributed zero mean random variables$\xi _{1},\dots ,\xi _{n}$ξ1,…,ξn. We derive an asymptotic formula for the survival probability${\mathbb{P}}(\Pi _{n}>x)$P(Πn>x), as$x\to \infty $x→∞, with the first remaining term.
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Discrete Mathematics and Combinatorics,Analysis
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