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Asymptotic behaviour of the predictive density in the exchangeable case

✍ Scribed by Antonio Cuevas; Julián de la Horra


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
520 KB
Volume
55
Category
Article
ISSN
0378-3758

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📜 SIMILAR VOLUMES


On the exact asymptotic behaviour of the
✍ M.S. Sgibnev 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 100 KB

We consider a random walk drifting to -∞ with distribution F of the steps. The paper considers the exact asymptotic behaviour of the distribution D of the supremum when there exists ¿ 0 such that R e x F(d x) = 1; R |x|e x F(d x) ¡ ∞ and R x 2 e x F(d x) = ∞, thus ÿlling the remaining gap in describ