EQUIVALENT CONDITIONS OF LOCAL ASYMPTOTICS FOR THE OVERSHOOT OF A RANDOM WALK WITH HEAVY-TAILED INCREMENTS  

作　　者：王开永 王岳宝 尹传存 

机构地区：[1]Department of Mathematics, Soochow University [2]School of Mathematics and Physics, Suzhou University of Science and Technology [3]Department of Mathematics, Qufu Normal University

出　　处：《Acta Mathematica Scientia》2011年第1期109-116,共8页数学物理学报（B辑英文版）

基　　金：supported by National Science Foundation of China(10671139, 11071182, 10771119);Natural Science Foundation of Jiangsu Highter Eduction Institution of China(10KJB110010);the research foundation of SUST

摘　　要：This article gives the equivalent conditions of the local asymptotics for the overshoot of a random walk with heavy-tailed increments, from which we find that the above asymptotics are different from the local asymptotics for the supremum of the random walk. To do this, the article first extends and improves some existing results about the solutions of renewal equations.This article gives the equivalent conditions of the local asymptotics for the overshoot of a random walk with heavy-tailed increments, from which we find that the above asymptotics are different from the local asymptotics for the supremum of the random walk. To do this, the article first extends and improves some existing results about the solutions of renewal equations.

关 键 词：Equivalent conditions ASYMPTOTICS random walk renewal equation 

分 类 号：O211.5[理学—概率论与数理统计]