Beta-gamma tail asymptotics

Jim Pitman, Miklós Z. Rácz

Research output: Contribution to journalArticlepeer-review

4 Scopus citations


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.

Original languageEnglish (US)
Article number84
JournalElectronic Communications in Probability
StatePublished - Nov 9 2015

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


  • Beta-gamma algebra
  • Tail asymptotics


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