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Beta-gamma tail asymptotics

Author(s): Pitman, J; Rácz, Miklos Z

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Abstract: © 2015, University of Washington. All rights reserved. We compute the tail asymptotics of the product of a beta random variable and a generalized gamma random variable which are independent and have general parameters. A special case of these asymptotics were proved and used in a recent work of Bubeck, Mossel, and Rácz in order to determine the tail asymptotics of the maximum degree of the preferential attachment tree. The proof presented here is simpler and highlights why these asymptotics hold.
Publication Date: 9-Nov-2015
Citation: Pitman, J, Rácz, MZ. (2015). Beta-gamma tail asymptotics. Electronic Communications in Probability, 20 (10.1214/ECP.v20-4545
DOI: doi:10.1214/ECP.v20-4545
EISSN: 1083-589X
Type of Material: Journal Article
Journal/Proceeding Title: Electronic Communications in Probability
Version: Author's manuscript



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