%0 Journal Article
%T 延迟随机游动的超出的局部渐近性质
The Local Asymptotics of the Overshoot of a Delay Random Walk
%A 胡甜甜
%A 吉正敏
%A 毛砚竹
%A 王开永
%J Statistics and Applications
%P 370-374
%@ 2325-226X
%D 2019
%I Hans Publishing
%R 10.12677/SA.2019.82041
%X
本文讨论带有延迟的随机游动,利用建立的更新方程,借助零延迟的结果,在随机游动增量的分布具有重尾情形下,得到了延迟随机游动超出的局部渐近性质。
This paper investigates a delay
random walk. Using the renewal equation and the results of random walk with
zero delay, when the distribution of the increment of the random walk has a
heavy tail, the paper obtains the local asymptotics of the overshoot of the
delay random walk.
%K 随机游动,延迟,超出,局部渐近性质
Random Walk
%K Delay
%K Overshoot
%K Local Asymptotics
%U http://www.hanspub.org/journal/PaperInformation.aspx?PaperID=29914