Asymptotic Analysis of Random Walks: Light-Tailed Distributions

Asymptotic Analysis of Random Walks: Light-Tailed Distributions
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Publisher : Cambridge University Press
Total Pages : 437
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ISBN-10 : 9781107074682
ISBN-13 : 1107074681
Rating : 4/5 (681 Downloads)
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Book Synopsis Asymptotic Analysis of Random Walks: Light-Tailed Distributions by : A. A. Borovkov

Download or read book Asymptotic Analysis of Random Walks: Light-Tailed Distributions written by A. A. Borovkov and published by Cambridge University Press. This book was released on 2020-10-29 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: A systematic modern treatise on large deviation theory for random walks with light tails, from one of its key creators.


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