Asymptotic of distribution of the supremum of sequential sums (Q578737): Difference between revisions
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Property / author: Vladimir Ivanovich Lotov / rank | |||
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Let \((X_ k)\) be a sequence of real, independent, identically distributed random variables with \(-\infty <EX_ 1<0\). Denote \(S_ 0=0\), \(S_ n=\sum^{n}_{k=1}X_ k\), \(S=\sup_{n\geq 0}S_ n\), \(W(x)=P\) (S\(\geq x).\) The author studies the asymptotic behaviour of the function W under some additional conditions. The paper continues a line of study initiated by \textit{A. A. Borovkov}, Stochastic processes in queueing theory. (1976; Zbl 0319.60057). | |||
Property / review text: Let \((X_ k)\) be a sequence of real, independent, identically distributed random variables with \(-\infty <EX_ 1<0\). Denote \(S_ 0=0\), \(S_ n=\sum^{n}_{k=1}X_ k\), \(S=\sup_{n\geq 0}S_ n\), \(W(x)=P\) (S\(\geq x).\) The author studies the asymptotic behaviour of the function W under some additional conditions. The paper continues a line of study initiated by \textit{A. A. Borovkov}, Stochastic processes in queueing theory. (1976; Zbl 0319.60057). / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G50 / rank | |||
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Property / Mathematics Subject Classification ID: 60K25 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60K05 / rank | |||
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Property / zbMATH DE Number: 4013665 / rank | |||
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renewal function | |||
Property / zbMATH Keywords: renewal function / rank | |||
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asymptotic behaviour | |||
Property / zbMATH Keywords: asymptotic behaviour / rank | |||
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Property / author | |||
Property / author: Vladimir Ivanovich Lotov / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / cites work | |||
Property / cites work: Q5667279 / rank | |||
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Property / cites work: Q5612225 / rank | |||
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Property / cites work: Q5514929 / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 10:59, 18 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Asymptotic of distribution of the supremum of sequential sums |
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Asymptotic of distribution of the supremum of sequential sums (English)
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1985
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Let \((X_ k)\) be a sequence of real, independent, identically distributed random variables with \(-\infty <EX_ 1<0\). Denote \(S_ 0=0\), \(S_ n=\sum^{n}_{k=1}X_ k\), \(S=\sup_{n\geq 0}S_ n\), \(W(x)=P\) (S\(\geq x).\) The author studies the asymptotic behaviour of the function W under some additional conditions. The paper continues a line of study initiated by \textit{A. A. Borovkov}, Stochastic processes in queueing theory. (1976; Zbl 0319.60057).
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renewal function
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asymptotic behaviour
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