Name: Asymptotic Analysis of Random Walks
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Author: A. A. (Sobolev Institute of Mathematics Borovkov
ISBN: 9781107074682

Asymptotic Analysis of Random Walks af A. A. (Sobolev Institute of Mathematics Borovkov

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This is a complete and systematic modern treatise on large deviation theory for random walks with light-tailed jump distributions, presented by one of its key creators. Such distributions have numerous applications in statistics, ruin theory, and queuing theory. This is a companion to the author's earlier monograph on heavy-tailed distributions.

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Sprog:
Engelsk

ISBN:
9781107074682

Forlag:
Cambridge University Press

Indbinding:
Hardback

Sideantal:
450

Udgivet:
29. oktober 2020

Størrelse:
240x164x36 mm.

Vægt:
836 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 11. december 2024

Forlænget returret til d. 31. januar 2025

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Beskrivelse af Asymptotic Analysis of Random Walks

This is a complete and systematic modern treatise on large deviation theory for random walks with light-tailed jump distributions, presented by one of its key creators. Such distributions have numerous applications in statistics, ruin theory, and queuing theory. This is a companion to the author's earlier monograph on heavy-tailed distributions.

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