搜索结果: 1-1 共查到“管理科学与工程 Asymptotics”相关记录1条 . 查询时间(0.079 秒)
Tail Asymptotics for the Maximum of Perturbed Random Walk
Perturbed random walk Cramér–Lundberg approximation coupling heavy tails
2015/7/6
Consider a random walk S = (Sn:n≥0) that is “perturbed” by a stationary sequence (ξn:n≥0) to produce the process (Sn+ξn:n≥0). This paper is concerned with computing the distribution of the all-time ma...