研究了一类推广的随机游动即Sn=n↑∑↑i=1 Xi,其中Xi(i≥1),为一列独立同布的具有有限负均值的随机变量序列,Xi~F(i≥1),且-∞〈μF〈0。主要研究了F属于控制变化尾族时,P(Au〉x)的渐近性质,其中Au=τu^0↑∑↑k=1 Lk-u及τu^0={n:τn=Tu},并应用其在保险理论中得到一些结果。
This paper studies a kind of random Sn=n↑∑↑i=1 Xi walk, where, Xi ( i ≥ 1) , is i. i. d random varies sequence ,and Xi(i ≥ 1) has the same distribution F(-∞〈μF〈0) ,and F is of domainted variation tailed kind functions. This paper mainly studies the tail probability P (Au 〉 x) where Au =τu^0↑∑↑k=1 Lk-u and τu^0={n:τn=Tu}then uses it in ruin theory.