Revisiting the Product of Random Variables

نویسندگان

چکیده

For a large class of distribution functions we study properties the product random variables X and Y. We take into account dependency structure between Y by making assumptions about asymptotic equality P(X > x|Y = y) ~ h(y)P(X x) as x → ∞, uniformly for y in range As particular consequences, some well-known results concerning are reviewed, among them Breiman’s theorem. An application is made case where dependence characterized conditions on their copula.

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ژورنال

عنوان ژورنال: Journal of Mathematical Sciences

سال: 2022

ISSN: ['1072-3374', '1573-8795']

DOI: https://doi.org/10.1007/s10958-022-06123-0