Asymptotic Analysis Of Random Walks
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asymptotic analysis of random walks
Author: Aleksandr Alekseevich Borovkov
language: en
Publisher: Cambridge University Press
Release Date: 2008
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.
Asymptotic Analysis of Random Walks: Light-Tailed Distributions
Author: A. A. Borovkov
language: en
Publisher: Cambridge University Press
Release Date: 2020-10-29
A systematic modern treatise on large deviation theory for random walks with light tails, from one of its key creators.
Asymptotic Analysis of Random Walks
A comprehensive monograph presenting a unified systematic exposition of the large deviations theory for heavy-tailed random walks.