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1.
In this article, the dependent steps of a negative drift random walk are modelled as a two-sided linear process Xn =-μ ∞∑j=-∞ψn-jεj, where {ε, εn; -∞< n < ∞}is a sequence of independent, identically distributed random variables with zero mean, μ>0 is a constant and the coefficients {ψi;-∞< i <∞} satisfy 0 <∞∑j=-∞|jψj| <∞. Under the conditions that the distribution function of |ε| has dominated variation and ε satisfies certain tail balance conditions, the asymptotic behavior of P{supn≥0(-nμ ∞∑j=-∞εjβnj) > x}is discussed. Then the result is applied to ultimate ruin probability. 相似文献
2.
J. Lang 《Journal of Approximation Theory》2006,140(2):141-146
Consider the Hardy-type operator T : Lp(a,b)→Lp(a,b),-∞a<b∞, which is defined byIt is shown thatwhere ρn(T) stands for any of the following: the Kolmogorov n-width, the Gel’fand n-width, the Bernstein n-width or the nth approximation number of T. 相似文献
3.
Let, for example,where α>0, k1, and expk=exp(exp(…exp())) denotes the kth iterated exponential. Let {An} denote the recurrence coefficients in the recurrence relation
xpn(x)=Anpn+1(x)+An-1pn-1(x)