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

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 comprehensive monograph presenting a unified systematic exposition of the large deviations theory for heavy-tailed random walks.

With this book, which is based on the third edition of a book first written in German about random walks, the author succeeds in a remarkably playful manner in

This monograph is devoted to studying the asymptotic behaviour of the probabilities of large deviations of the trajectories of random walks, with 'heavy-tailed'