EQUIVALENT CONDITIONS OF LOCAL ASYMPTOTICS FOR THE OVERSHOOT OF A RANDOM WALK WITH HEAVY-TAILED INCREMENTS

被引：0

作者：

王开永 ^{[1
,2
]}

王岳宝 ^{[1
]}

尹传存 ^{[3
]}

机构：

[1] Department of Mathematics, Soochow University

[2] School of Mathematics and Physics, Suzhou University of Science and Technology

[3] Department of Mathematics, Qufu Normal University

来源：

Acta Mathematica Scientia | 2011年 / 31卷 / 01期

基金：

美国国家科学基金会;

关键词：

Equivalent conditions; asymptotics; random walk; renewal equation;

D O I：

暂无

中图分类号：

O211.5 [随机变量];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article gives the equivalent conditions of the local asymptotics for the overshoot of a random walk with heavy-tailed increments, from which we find that the above asymptotics are different from the local asymptotics for the supremum of the random walk. To do this, the article first extends and improves some existing results about the solutions of renewal equations.

引用

页码：109 / 116

页数：8

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