This is a companion book to Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions by A.A. Borovkov and K.A. Borovkov. Its self-contained systematic ex

A systematic modern treatise on large deviation theory for random walks with light tails, from one of its key creators.

A comprehensive monograph presenting a unified systematic exposition of the large deviations theory for heavy-tailed 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'

The classical theory of random walks describes the asymptotic behavior of sums of independent identically distributed random real variables. This book explains