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

From MaRDI portal
Revision as of 10:59, 18 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Asymptotic of distribution of the supremum of sequential sums
scientific article

    Statements

    Asymptotic of distribution of the supremum of sequential sums (English)
    0 references
    0 references
    1985
    0 references
    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).
    0 references
    0 references
    0 references
    0 references
    0 references
    renewal function
    0 references
    asymptotic behaviour
    0 references
    0 references
    0 references
    0 references