Asymptotic tail behavior of phase-type scale mixture distributions

We consider phase-type scale mixture distributions which correspond to distributions of a product of two independent random variables: a phase-type random variable $Y$ and a nonnegative but otherwise arbitrary random variable $S$ called the scaling random variable. We investigate conditions for such a class of distributions to be either light- or heavy-tailed, we explore subexponentiality and determine their maximum domains of attraction. Particular focus is given to phase-type scale mixture distributions where the scaling random variable $S$ has discrete support --- such a class of distributions has been recently used in risk applications to approximate heavy-tailed distributions. Our results are complemented with several examples.Comment: 18 pages, 0 figur

Topologies of nodal sets of random band limited functions

It is shown that the topologies and nestings of the zero and nodal sets of random (Gaussian) band limited functions have universal laws of distribution. Qualitative features of the supports of these distributions are determined. In particular the results apply to random monochromatic waves and to random real algebraic hyper-surfaces in projective space.Comment: An announcement of recent results. Includes an announcement of the resolution of some open questions from the older version. 11 pages, 6 figure