On the distribution-tail behaviour of the product of normal random variables
Abstract In this paper we consider the product Π n = ∏ k = 1 n ξ k $\Pi _{n}=\prod_{k=1}^{n}\xi _{k}$ of n independent normally distributed zero mean random variables ξ 1 , … , ξ n $\xi _{1},\dots ,\xi _{n}$ . We derive an asymptotic formula for the survival probability P ( Π n > x ) ${\mathbb{P}...
| Hlavní autoři: | , , , |
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| Médium: | Článek |
| Jazyk: | English |
| Vydáno: |
SpringerOpen
2023-02-01
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| Edice: | Journal of Inequalities and Applications |
| Témata: | |
| On-line přístup: | https://doi.org/10.1186/s13660-023-02941-1 |