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Tail Asymptotic of Sum and Product of Random Variables with Applications in the Theory of Extremes of Conditionally Gaussian Processes
tail asymptotic Laplace method self-similar processes Gaussian processes locally stationary processes
2011/9/15
Abstract: We consider two independent random variables with the given tail asymptotic (e.g. power or exponential). We find tail asymptotic for their sum and product. This is done by some cumbersome bu...
Hadamard Product Versions of the Chebyshev and Kantorovich Inequalities
Chebyshev inequality Kantorovich inequality Hadamard product
2010/1/22
The purpose of this note is to prove Hadamard product versions of the Chebyshev and the Kantorovich inequalities for positive real numbers. We also prove a generalization of Fiedler's inequality.