A note on the $\alpha-$Sun distribution
Probability
2023-01-31 v2 Classical Analysis and ODEs
Abstract
We investigate the analytical properties of the Sun random variable, which arises from the domain of attraction of certain storage models involving a maximum and a sum. In the Fr\'echet case we show that this random variable is infinitely divisible, and we give the exact behaviour of the density at zero. In the Weibull case we give the exact behaviour of the density at infinity, and we show that the behaviour at zero is neither polynomial nor exponential. This answers the open questions in the recent paper Witte and Greenwood (2020).
Keywords
Cite
@article{arxiv.2301.09180,
title = {A note on the $\alpha-$Sun distribution},
author = {Thomas Simon},
journal= {arXiv preprint arXiv:2301.09180},
year = {2023}
}
Comments
This version corrects some typos and displays another peacock in the last section