Asymptotic analysis of random walks

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.

שנה

2008

שפה

English

הוצאה

Cambridge University Press

מהדורות

8

עמודים

656

ISBN

9780521881173

מקור הנתונים: Wikidata