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Exact asymptotics for the stationary distribution of

✍ Scribed by Ivo Adan; Robert D. Foley; David R. McDonald


Book ID
106508901
Publisher
Springer US
Year
2009
Tongue
English
Weight
741 KB
Volume
62
Category
Article
ISSN
0257-0130

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πŸ“œ SIMILAR VOLUMES


Exact asymptotic behaviour of the distri
✍ M.S. Sgibnev πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 139 KB

Asymptotic expansions are obtained for the distribution of the supremum of a random walk with negative drift. The in uence of the roots of the characteristic equation is taken into account. The exact tail behaviour of the remainder terms is determined.