Asymptotic Analysis of Random Walks (English, A. A. Borovkov | K. A. Borovkov)
by A. A. Borovkov | K. A. Borovkov
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521881173
ISBN-10
052188117X
Author
A. A. Borovkov | K. A. Borovkov
About the Book
This book focuses on the asymptotic behavior of the probabilities of large deviations of the trajectories of random walks with 'heavy-tailed' (in particular, regularly varying, sub- and semiexponential) jump distributions. Large deviation probabilities are of great interest in numerous applied areas, typical examples being ruin probabilities in risk theory, error probabilities in mathematical statistics, and buffer-overflow probabilities in queue…
ISBN: 9780521881173
ISBN-13: 9780521881173
ISBN-10: 052188117X
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Product ID: isbn-9780521881173
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