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Asymptotic Analysis of Random Walks: Light-Tailed Distributions - Encyclopedia of Mathematics and its Applications Borovkov, A. A. (Sobolev Institute of Mathematics, Russia)
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Asymptotic Analysis of Random Walks: Light-Tailed Distributions - Encyclopedia of Mathematics and its Applications
Borovkov, A. A. (Sobolev Institute of Mathematics, Russia)
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.
450 pages
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | October 29, 2020 |
| ISBN13 | 9781107074682 |
| Publishers | Cambridge University Press |
| Pages | 436 |
| Dimensions | 240 × 164 × 36 mm · 836 g |
| Translator | Ulyanov, V. V. |
| Translator | Zhitlukhin, Mikhail (Steklov Institute of Mathematics, Moscow) |
