Journal of Applied Probability

Some peculiarities of exponential random variables

Nelly Litvak
Source: J. Appl. Probab. Volume 38, Number 3 (2001), 787-792.

Abstract

In this paper we utilize a particular transformation of i.i.d. exponential random variables to derive two distributional identities. Throughout the analysis we discover some peculiar properties of exponentials. We also discuss possible generalizations and applications of the results.

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Primary Subjects: 60E99
Secondary Subjects: 90B99
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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.jap/1005091043
Digital Object Identifier: doi:10.1239/jap/1005091043
Mathematical Reviews number (MathSciNet): MR1860217
Zentralblatt MATH identifier: 0995.62008


2012 © Applied Probability Trust

Journal of Applied Probability

Journal of Applied Probability