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The translation-asymptotic and the quasiasymptotic behaviour of a distribution

✍ Scribed by S. Pilipović

Publisher
Akadmiai Kiad
Year
1990
Tongue
English
Weight
227 KB
Volume
55
Category
Article
ISSN
1588-2632

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📜 SIMILAR VOLUMES

Exact asymptotic behaviour of the distri
Exact asymptotic behaviour of the distribution of the supremum
✍ M.S. Sgibnev 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 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.

On the exact asymptotic behaviour of the
On the exact asymptotic behaviour of the distribution of the supremum in the “critical” case
✍ 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