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

DOI: 10.12677/SA.2019.82041, PP. 370-374

Keywords: 随机游动，延迟，超出，局部渐近性质
Random Walk, Delay, Overshoot, Local Asymptotics

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Abstract:

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.

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