更新理论中剩余者的局部行为

IF 1.3 3区数学 Q2 STATISTICS & PROBABILITY

Electronic Journal of Probability Pub Date : 2023-01-01 DOI:10.1214/23-ejp1008

Ron Doney

引用次数: 0

摘要

给出了具有正均值和正则右尾的离散随机漫步中更新质量函数的渐近估计的若干项。对于绝对连续情况下的更新密度也给出了类似的结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Local behaviour of the remainder in Renewal theory

Several terms in an asymptotic estimate for the renewal mass function in a discrete random walk which has positive mean and regularly varying right-hand tail are given. Similar results are given for the renewal density in the absolutely continuous case.

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来源期刊

Electronic Journal of Probability 数学-统计学与概率论

CiteScore

1.80

自引率

7.10%

发文量

119

审稿时长

4-8 weeks

期刊介绍： The Electronic Journal of Probability publishes full-size research articles in probability theory. The Electronic Communications in Probability (ECP), a sister journal of EJP, publishes short notes and research announcements in probability theory. Both ECP and EJP are official journals of the Institute of Mathematical Statistics and the Bernoulli society.