Asymptotic of distribution of the supremum of sequential sums (Q578737)
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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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