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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2015, Volume 12, Pages 292–299
DOI: https://doi.org/10.17377/semi.2015.12.023 (Mi semr586) 		 
This article is cited in 2 scientific papers (total in 2 papers)

Probability theory and mathematical statistics

On the asymptotics of the distribution of excess

V. I. Lotovab

a Novosibirsk State University
b Sobolev Institute of Mathematics, pr. Koptyuga, 4, 630090, Novosibirsk, Russia
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DOI: https://doi.org/10.17377/semi.2015.12.023
Abstract: We find asymptotic expansion in the powers of $e^{-b}$ for the distribution of excess over boundary $b\to\infty$ under one-sided Cramér condition on the distribution of random walk summands. As a corollary, we obtain asymptotic expansion for the renewal function.
Keywords: random walk, excess over boundary, renewal function, asymptotic expansions.
Received February 2, 2015, published April 28, 2015
Document Type: Article
UDC: 519.21
MSC: 60G50
Language: Russian
Citation: V. I. Lotov, “On the asymptotics of the distribution of excess”, Sib. Èlektron. Mat. Izv., 12 (2015), 292–299
Citation in format AMSBIB
\Bibitem{Lot15}
\by V.~I.~Lotov
\paper On the asymptotics of the distribution of excess
\jour Sib. \`Elektron. Mat. Izv.
\yr 2015
\vol 12
\pages 292--299
\mathnet{http://mi.mathnet.ru/semr586}
\crossref{https://doi.org/10.17377/semi.2015.12.023}
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