Tail Behaviour of WIdom-Tracy distribution.

In summary, the conversation discusses calculating the limit of a function $F_2(t)$ using L'Hopital's rule and the asymptotic relation for $q(t)$. The limit is equal to $-4/3$ and the next step is to continue solving for the limit using the given equations. The speaker mentions they have solved the problem and will post their solution later.
  • #1
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I want to show that for $F_2(t):=\exp\bigg(-\int_t^\infty (x-t)q(x)^2dx\bigg)$, where $q(t)$ satisfies the ODE and the asymptotic relation respectively: $q''=tq+2q^3$ $q(t)\sim Ai(t)$ as $t\to \infty$; and $Ai(x)$ is Airy function such that for $x>0$: $Ai(x)\sim\pi^{-1/2}x^{-1/4}e^{(-2/3)x^{3/2}}/2$;

$$\lim_{t\to \infty} \frac{1}{t^{3/2}}\log[1-F_2(t)]=-4/3$$

It seems the first step in calculating this limit is L'Hopital's rule, but I don't see how to proceed from there:

$$\lim_{t\to \infty}\frac{1}{t^{3/2}}\log[1-F_2(t)]=\lim_{t\to \infty} \frac{-F_2'(t)}{1-F_2(t)}1/((3/2)t^{1/2})=\lim_{t\to \infty}\frac{-\int_t^\infty q^2(x)dx F_2(t)}{F_2(t)-1}\frac{1}{(3/2)t^{1/2}}$$

How to continue from there? assuming I got the first step correctly.

P.S
I asked this question also in M.SE, in case someone watches over there.
Peace out!
 
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  • #2
Nevermind, I think I solved it.

I'll post my solution afterwards.
 

Related to Tail Behaviour of WIdom-Tracy distribution.

1. What is the Tail Behaviour of the Wisdom-Tracy distribution?

The Tail Behaviour of the Wisdom-Tracy distribution refers to how the tails, or extreme values, of the distribution behave. Specifically, it describes the relative frequency of large or small values in the distribution.

2. How is the Tail Behaviour of the Wisdom-Tracy distribution different from other distributions?

The Tail Behaviour of the Wisdom-Tracy distribution is often characterized by heavy tails, meaning that extreme values occur more frequently than in other distributions. This is in contrast to distributions with light tails, where extreme values are less likely to occur.

3. What factors influence the Tail Behaviour of the Wisdom-Tracy distribution?

The Tail Behaviour of the Wisdom-Tracy distribution can be influenced by several factors, including the parameters of the distribution, the sample size, and the underlying data generating process. These factors can impact whether the distribution has heavy tails or not.

4. Can the Tail Behaviour of the Wisdom-Tracy distribution be changed?

The Tail Behaviour of the Wisdom-Tracy distribution is a characteristic of the distribution itself and cannot be changed. However, the shape and parameters of the distribution can be adjusted, which may affect the Tail Behaviour.

5. How is the Tail Behaviour of the Wisdom-Tracy distribution used in practical applications?

The Tail Behaviour of the Wisdom-Tracy distribution can be useful in various applications, such as risk management and financial modeling. It can help determine the likelihood of extreme events, which is important in assessing and managing potential risks.

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