Asymptotic Analysis of Random Walks
Subtitle: Heavy-Tailed Distributions (Encyclopedia of Mathematics and its Applications)
Publisher: Cambridge University Press
Published: April 30, 2008
Language: eng
Format: Hardcover
Number of pages: 656
ISBN-13: 9780521881173
Subjects: Calculus & mathematical analysis; Probability & statistics; Mathematics; Science/Mathematics; Differential Equations; Mathematics / Differential Equations; Applied; Mathematical Analysis
Description: 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.