Minimum of heavy-tailed random variables is not heavy tailed
Copyright policy ) Leipus, Remigijus; Šiaulys, Jonas; Konstantinides, Dimitrios;
Minimum of heavy-tailed random variables is not heavy tailed
<abstract><p>By constructing an appropriate example, we show that the class of heavy-tailed distributions is not closed under minimum. We provide two independent heavy-tailed random variables, such that their minimum is not heavy tailed. In addition, we establish a few properties of the distributions considered in the example.</p></abstract>
Lithuania
- Vilnius University Lithuania
- University of the Aegean Greece
- Vilnius University Lithuania
generalized long-tailed distribution, minimum of random variables, QA1-939, heavy-tailed distribution, closure properties, closure under minimum, Mathematics
generalized long-tailed distribution, minimum of random variables, QA1-939, heavy-tailed distribution, closure properties, closure under minimum, Mathematics
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selected citations
Citations provided by BIP!
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
Citations provided by BIP!popularityPopularity provided by BIP!
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
Popularity provided by BIP! 4
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