%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