localasymptoticsofamarkovmodulatedrandomwalkwithheavytailedincrements

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	localasymptoticsofamarkovmodulatedrandomwalkwithheavytailedincrements
	Wang Bingchang 1; Liu Yuanyuan 2
	2011
发表期刊	actamathematicasinicaenglishseries
ISSN	1439-8516
卷号	27 期号:9 页码:1843
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(. E (x, x + z) for each z >0, as x →∞. Our results extend and improve the existing ones in the literature.
语种	英语
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/40184
专题	中国科学院数学与系统科学研究院
作者单位	1.中国科学院数学与系统科学研究院 2.中南大学
推荐引用方式 GB/T 7714	Wang Bingchang,Liu Yuanyuan. localasymptoticsofamarkovmodulatedrandomwalkwithheavytailedincrements[J]. actamathematicasinicaenglishseries,2011,27(9):1843.
APA	Wang Bingchang,&Liu Yuanyuan.(2011).localasymptoticsofamarkovmodulatedrandomwalkwithheavytailedincrements.actamathematicasinicaenglishseries,27(9),1843.
MLA	Wang Bingchang,et al."localasymptoticsofamarkovmodulatedrandomwalkwithheavytailedincrements".actamathematicasinicaenglishseries 27.9(2011):1843.