Any random variable with right-unbounded distributional support is the minimum of independent and very heavy-tailed random variables

Sergey Foss, Anton Tarasenko, Georgiy Krivtsov

A random variable $\hat{I}¾$ has a {\it light-tailed} distribution (for short: is light-tailed) if it possesses a finite exponential moment, $\E \exp (λξ) <\infty$ for some $\hat{I}»>0$, and…