Asymptotic Analysis of Random Walks

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Asymptotic Analysis of Random Walks

A. A. Borovkov, K. A. Borovkov

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A. A. Borovkov, K. A. BorovkovPublished April 30, 2008cover on file

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.

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Publisher	Cambridge University Press
Pages	656
Format	Hardcover
Search language	english
ISBN_10	0-521-88117-X primary
ISBN_13	978-0-521-88117-3 primary

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