Ebook: Asymptotic analysis of random walks : heavy-tailed distributions
Author: A A Borovkov, K A Borovkov
- Series: Encyclopedia of mathematics and its applications no. 118
- Year: 2008
- Publisher: Cambridge University Press
- City: Cambridge
- Language: English
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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' (in particular, regularly varying, sub- and semiexponential) jump distributions. It presents a unified and systematic exposition.