Random Walk with a Heavy-Tailed Jump Distribution.

机译：具有重尾跳跃分布的随机游走。

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The classical random walk of which the one-step displacement variable u has a first finite negative moment is considered. The R.W. possesses a unique stationary distribution; x is a random variable with this distribution. It is assumed that the righthand and/or the lefthand tail of the distribution of u are heavy-tailed. For the type of heavy-tailed distribution considered in this study a contraction factor 'delta' (a) exists with 'delta' (a) (down arrow) 0 for a (up arrow) 1, and a (up arrow)1 is equivalent with E (u) (up arrow) 0. It is shown that (delta) (a) x converges in distribution for 'a' (up arrow) 1.

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Cohen, J. W.;
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年度 2000
页码 1-38
总页数 38
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Queueing theory; Asymptotics; Interprocessor communications; Equilibrium; Computer communications; Random walk;

机译：排队论;渐近性;处理器间通信;均衡;计算机通信;随机游走;

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2. The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk [J] . Foss S, Palmowski Z, Zachary S The Annals of applied probability: an official journal of the Institute of Mathematical Statistics . 2005,第3期

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6. A Directed Continuous Time Random Walk Model with Jump Length Depending on Waiting Time [O] . Long Shi, Zuguo Yu, Zhi Mao, -1

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Random Walk with a Heavy-Tailed Jump Distribution.

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