设{Y1i,i=1,2,L}为独立同分布随机变量,{Y2i,i=1,2,L)为独立同分布随机变量,它们都支撑在[0,∞)上,且它们的分布函数分别为F,G,称Sn,n=1,2L为非标准随机游动,若令S2n=Y11+Y21+L+Y1n+Y2n,S2n+1=Y11+Y21+LY1n+Y2n+Y1,n+1,S0=0.本文研究了当F,G∈S,S(γ),GES时,随机游动变部分和Sn的尾分布P(g〉x)的渐近表达式.
Let {Y1i,i= 1,2,L}be a sequence of independent and identiacally distributed random variables, and { Y2i, i = 1, 2, L } be a sequence of independent and identiacally distributed random variables. They are both supported on[0,∞) . F,G are their distributed functions respectively. We callSn,n≥1 Nonstandard Random Walk, whereS2n=Y11+Y21+L+Y1n+Y2n,S2n+1=Y11+Y21+LY1n+Y2n+Y1,n+1,S0=0. This paper investigates the asymptotic behavior of the tail probabilities P(g〉x) of the quantitySn=n↑∑↓i=1 Xifor F,G∈S,S(γ). G∈S .