Asymptotic analysis of random walksA. A. Borovkov

Asymptotic analysis of random walks

Name: Asymptotic analysis of random walks
ISBN: 9780521881173

A. A. Borovkov, K. A. Borovkov · 2008

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About the book

This monograph is devoted to studying the asymptotic behaviour of the probabilities of large deviations of the trajectories of random walks, with 'heavy-tailed' (in particular, regularly varying, sub- and semiexponential) jump distributions. It presents a unified and systematic exposition.

Book details

Year: 2008
Language: English
Publisher: Cambridge University Press
Editions: 8
Pages: 656
ISBN: 9780521881173

Data source: Wikidata

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