Dissertation > Excellent graduate degree dissertation topics show

The Convolutions of Non-identical Distributions and the Tail Probability for the Supremum of a Random Walk

Author: LiuXiJun
Tutor: WangYueBao
School: Suzhou University
Course: Probability Theory and Mathematical Statistics
Keywords: Convolution ( Convolution root ) Local subexponential Local Closure Local progressive Random Walks Supremum Inequality NUOD
CLC: O211.3
Type: Master's thesis
Year: 2008
Downloads: 17
Quote: 0
Read: Download Dissertation

Abstract


Well known that the distribution theory is one of the foundations of probability theory , and it Random Walks , which have important applications in the field of risk theory, queuing system, branching process people's attention , which has been one of the core issues of distribution theory the so-called convolution ( including convolution root ) closed and progressive the second chapter of the first part of local support different distribution on [ 0 , ∞ ) convolution ( convolution root ) closure and Local progressive sufficient conditions and necessary conditions , so as to reveal the intrinsic relationship between the different distribution convolution and convolution . fully part of the promotion of this result Geluk and De Vries ( 2006 ) non-local the corresponding results , and the use of both methods is the type of Geluk and De Vries ( 2006 ) ; necessity of this result the latter part of the second chapter is discussed ( - ∞ , ∞ ) different distribution of the partial closure of the convolution and local progressive Chapter III of this paper has been a negative dependent increment generated random walk supremum tail probability of a bound inequality results generalize Leipus and ( ? ) iaulys ( 2007 ) generated by the independent increment the corresponding results of the random walk , the two methods used are different . inequality prepared to discuss some negative dependency claims and waiting time ruin probability progressive conditions . Finally, we pointed out that the fact Leipus ( ? ) iaulys ( 2007 ) results is included in the ( A ) Veraverbeke ( 1977 ) Theorem2 .

Related Dissertations

  1. Parametric Approach of Active Control Technology for Tailless Flying-Wing Aircraft,V249.1
  2. The Analysis on Characteris of Vibration Source about Vertical Vibration of Surrounding Environment Induced by Rail Transit,U211.3
  3. Stability Analysis and Controller Design for Discrete-Time Switched System,TP13
  4. Robust Model Predictive Control of Networked Systems,TP273
  5. The High School Mathematics in the Old and New Teaching Material "Inequality" Comparative Study,G633.6
  6. Researches on System Control Theories and Their Applications of AUVs,TP13
  7. Wide dependency structure and tail probability random Asymptotics,O211.5
  8. Robust Passive Control for Uncertain Singular Systems,TP13
  9. Analysis and Control of Several Classes of Singular Networked Systems,O231
  10. Research of Robust Control for Uncertain Time-delay Singular Bilinear Systems,TP13
  11. About Borel-Cantelli Lemma Exttetion and Applaction,O211
  12. Study on Fault-tolerant Guaranteed Cost Control for Nonlinear Systems,TP13
  13. About Chaotic sequence under Furuta inequality and other Operator Inequalities Related Issues,O178
  14. From \,I561.074
  15. Robust Dissipative generalized bilinear control systems,TP13
  16. A class of uncertain linear discrete delay singularly perturbed systems Guaranteed Cost Robust Control and Research,TP13
  17. Enterprise characteristics and income inequality,F249.24;F224
  18. A Study on the Uncertainituy Time Delay System by Robust Control Theory,TP13
  19. Of inter-industry Analysis of changes in income inequality and income,F124.7
  20. Two Weights Weak Type for Fractional Integral Operators and Commutators,O177.6
  21. Eigenvalue problem of a compact Riemannian manifold research,O186.12

CLC: > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Theory of probability ( probability theory, probability theory ) > Distribution theory
© 2012 www.DissertationTopic.Net  Mobile