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Beta-gamma tail asymptotics
Jim Pitmana, Miklós Zoltán Ráczb c
- aUniversity of California, Berkeley
- bMicrosoft Research
- cMicrosoft research#TAB#
Electronic Communications in ProbabilityInstitute of Mathematical Statistics2015-01-01 9 citations19 references
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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.