Local asymptotics of a Markov modulated random walk with heavy-tailed increments
文献类型：期刊论文
| 作者 | Wang, Bing Chang2; Liu, Yuan Yuan1 |
| 刊名 | ACTA MATHEMATICA SINICA-ENGLISH SERIES
 |
| 出版日期 | 2011-09-01 |
| 卷号 | 27期号:9页码:1843-1854 |
| 关键词 | Markov modulated random walk local asymptotics long-tailed distributions subexponential distributions Wiener-Hopf factorization |
| ISSN号 | 1439-8516 |
| DOI | 10.1007/s10114-011-8191-2 |
| 英文摘要 | In this paper, we obtain sufficient and necessary conditions for local asymptotics for the maximum of a Markov modulated random walk with long-tailed increments and negative drifts, where the local asymptotics means asymptotic behaviour of P(center dot a (x, x + z]) for each z > 0, as x -> a. Our results extend and improve the existing ones in the literature. |
| 资助项目 | National Natural Science Foundation of China[10901164] ; National Natural Science Foundation of China[10771216] ; Scientific Research Foundation for the Returned Overseas Chinese Scholars, Ministry of Education |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000294059100014 |
| 出版者 | SPRINGER HEIDELBERG |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/12803]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Liu, Yuan Yuan |
| 作者单位 | 1.Cent S Univ, Sch Math, Changsha 410075, Hunan, Peoples R China 2.Chinese Acad Sci, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, Bing Chang,Liu, Yuan Yuan. Local asymptotics of a Markov modulated random walk with heavy-tailed increments[J]. ACTA MATHEMATICA SINICA-ENGLISH SERIES,2011,27(9):1843-1854. |
| APA | Wang, Bing Chang,&Liu, Yuan Yuan.(2011).Local asymptotics of a Markov modulated random walk with heavy-tailed increments.ACTA MATHEMATICA SINICA-ENGLISH SERIES,27(9),1843-1854. |
| MLA | Wang, Bing Chang,et al."Local asymptotics of a Markov modulated random walk with heavy-tailed increments".ACTA MATHEMATICA SINICA-ENGLISH SERIES 27.9(2011):1843-1854. |
入库方式： OAI收割
来源：数学与系统科学研究院
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