Abstract
The tail probability of the product of independent random variables is discussed. The class of random variables with regularly varying tails is known to be closed under multiplication and some explicit examples are given by Kifer-Varadhan [2]. We extend them.
Citation
Yuji Kasahara. "A note on the product of independent random variables with regularly varying tails." Tsukuba J. Math. 42 (2) 295 - 308, December 2018. https://doi.org/10.21099/tkbjm/1554170426
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