ON THE TAIL BEHAVIOUR OF THE SUPREMUM OF A RANDOM WALK DEFINED ON A MARKOV CHAIN
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概要
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We study the exact tail behaviour of the supremum of a random walk defined on a finite Markov chain. The setting is that of subexponential distributions and the related ＄S(￥gamma)＄ -classes of convolution equivalent distributions with exponential tails ＄(￥gamma>0)＄ .
- Yokohama City University and Yokohama National Universityの論文
- 1999-00-00
Yokohama City University and Yokohama National University | 論文
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