Open Access
2015 Beta-gamma tail asymptotics
Jim Pitman, Miklos Racz
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Electron. Commun. Probab. 20: 1-7 (2015). DOI: 10.1214/ECP.v20-4545


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.


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Jim Pitman. Miklos Racz. "Beta-gamma tail asymptotics." Electron. Commun. Probab. 20 1 - 7, 2015.


Accepted: 9 November 2015; Published: 2015
First available in Project Euclid: 7 June 2016

zbMATH: 1328.60059
MathSciNet: MR3434201
Digital Object Identifier: 10.1214/ECP.v20-4545

Primary: 60E99

Keywords: beta-gamma algebra , tail asymptotics

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