Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments
From MaRDI portal
Publication:655770
DOI10.1016/S0252-9602(11)60213-0zbMath1240.60238MaRDI QIDQ655770
Chuan-Cun Yin, Kai Yong Wang, Yue-bao Wang
Publication date: 27 January 2012
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Renewal theory (60K05)
Related Items
Asymptotics for the moments of the overshoot and undershoot of a random walk, Random walks with non-convolution equivalent increments and their applications, Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments, On asymptotic equivalence among the solutions of some defective renewal equations, The Uniform Asymptotics of the Overshoot of a Random Walk with Light-Tailed Increments, Ruin probability and local ruin probability in the random multi-delayed renewal risk model, The uniform local asymptotics for a Lévy process and its overshoot and undershoot