Betagamma tail asymptotics
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 Rácz 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.
 Publication:

arXiv eprints
 Pub Date:
 September 2015
 DOI:
 10.48550/arXiv.1509.02583
 arXiv:
 arXiv:1509.02583
 Bibcode:
 2015arXiv150902583P
 Keywords:

 Mathematics  Probability
 EPrint:
 6 pages