Exact Tail Asymptotics of Dirichlet Distributions
نویسنده
چکیده
Abstract: Let X be a generalised symmetrised Dirichlet random vector inIR, k ≥ 2, and let tn ∈IRk, n ≥ 1 be such that limn→∞ P {X > tn} = 0. In this paper we derive an exact asymptotic expansion of P {X > tn} as n → ∞, assuming that the associated random radius of X has distribution function in the Gumbel max-domain of attraction.
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