Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments
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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)
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