论文标题
随机步行的指数功能的渐近学
Asymptotics for Exponential Functionals of Random Walks
论文作者
论文摘要
本文为带有轻/重尾的随机步行的指数功能的渐近函数提供了详细的描述。我们基于关键观察结果给出收敛速率，即渐近学取决于样本路径，慢慢降低了局部最小值或最终值以下。同样，我们对局部最小值和最终值之间相互关系的周到分析为限制系数的确切表达提供了随机行走的某些变换。
This paper provides a detailed description for the asymptotics of exponential functionals of random walks with light/heavy tails. We give the convergence rate based on the key observation that the asymptotics depends on the sample paths with either slowly decreasing local minimum or final value below a low level. Also, our thoughtful analysis of the interrelationship between the local minimum and the final value provides the exact expression for the limiting coefficients in terms of some transformations of the random walk.
