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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 Fréchet 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).

生成讲解博客的中文版本

生成AI智能校验的中文版本