Electronic Communications in Probability

Beta-gamma tail asymptotics

Jim Pitman and Miklos Racz

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Abstract

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 Racz 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.

Article information

Source
Electron. Commun. Probab. Volume 20 (2015), paper no. 84, 7 pp.

Dates
Accepted: 9 November 2015
First available in Project Euclid: 7 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1465321011

Digital Object Identifier
doi:10.1214/ECP.v20-4545

Mathematical Reviews number (MathSciNet)
MR3434201

Zentralblatt MATH identifier
1328.60059

Subjects
Primary: 60E99: None of the above, but in this section

Keywords
Beta-gamma algebra tail asymptotics

Rights
This work is licensed under a Creative Commons Attribution 3.0 License.

Citation

Pitman, Jim; Racz, Miklos. Beta-gamma tail asymptotics. Electron. Commun. Probab. 20 (2015), paper no. 84, 7 pp. doi:10.1214/ECP.v20-4545. https://projecteuclid.org/euclid.ecp/1465321011


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