Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments

DOI10.1016/S0252-9602(11)60213-0zbMATH Open1240.60238MaRDI QIDQ655770FDOQ655770

Authors: Kaiyong Wang, Yuebao Wang, Chuancun Yin 

Publication date: 27 January 2012

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

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• Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case

zbMATH Keywords

asymptoticsrandom walkrenewal equationequivalent conditions

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Renewal theory (60K05)

Cited In (12)

• Random walks with non-convolution equivalent increments and their applications
• Ruin probability and local ruin probability in the random multi-delayed renewal risk model
• Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
• Asymptotics of the density of the supremum of a random walk with heavy-tailed increments
• Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with applications
• On asymptotic equivalence among the solutions of some defective renewal equations
• Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case
• The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments
• The uniform local asymptotics for a Lévy process and its overshoot and undershoot
• The Uniform Asymptotics of the Overshoot of a Random Walk with Light-Tailed Increments
• Asymptotics for the moments of the overshoot and undershoot of a random walk
• Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments

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