Asymptotics of Randomly Stopped Processes.

Abstract

Let X sub t, t > or = 0, be a discrete or continuous time random process with stationary independent increments, X sub 9 = 0. Let F be the distribution of X sub 1 and assume that 1 - F(y) is regularly varying at infinity. Let T be a stopping time for X sub t. Various sufficient conditons are given that lim as y approaches infinity of P(X sub T > y)/(1-F(y)) = ET. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1971
Accession Number
AD0737246

Entities

People

  • Priscilla Greenwood

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Materials and Manufacturing Processes

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.