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The exact and asymptotic distribution of overlapping success runs

โœ Scribed by Godbole, Anant P.


Book ID
118134520
Publisher
Taylor and Francis Group
Year
1992
Tongue
English
Weight
387 KB
Volume
21
Category
Article
ISSN
0361-0926

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Exact asymptotic behaviour of the distri
โœ M.S. Sgibnev ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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.