ON THE ASYMPTOTICS OF THE DISTRIBUTION OF EXCESS

被引：2
作者：
Lotov, V. I. [1 ]
机构：
[1] Novosibirsk State Univ, Sobolev Inst Math, Pr Koptyuga 4, Novosibirsk 630090, Russia
来源：
SIBERIAN ELECTRONIC MATHEMATICAL REPORTS-SIBIRSKIE ELEKTRONNYE MATEMATICHESKIE IZVESTIYA | 2015年 / 12卷
关键词：
random walk; excess over boundary; renewal function; asymptotic expansions;
D O I：
10.17377/semi.2015.12.023
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We find asymptotic expansion in the powers of e(-b) for the distribution of excess over boundary b -> infinity under one-sided Cramer condition on the distribution of random walk summands. As a corollary, we obtain asymptotic expansion for the renewal function.
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页码：292 / 299
页数：8
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