asymptotic analysis of random walks

asymptotic analysis of random walks
Author: Aleksandr Alekseevich Borovkov
Publisher: Cambridge University Press
Total Pages: 655
Release: 2008
Genre: Asymptotic expansions
ISBN:

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A comprehensive monograph presenting a unified systematic exposition of the large deviations theory for heavy-tailed random walks.


Asymptotic Analysis of Random Walks
Language: en
Pages: 437
Authors: A. A. Borovkov
Categories: Mathematics
Type: BOOK - Published: 2020-10-29 - Publisher: Cambridge University Press

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This is a companion book to Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions by A.A. Borovkov and K.A. Borovkov. Its self-contained systematic ex
Asymptotic Analysis of Random Walks
Language: en
Pages: 657
Authors: K A Borovkov
Categories:
Type: BOOK - Published: 2014-05-14 - Publisher:

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A comprehensive monograph presenting a unified systematic exposition of the large deviations theory for heavy-tailed random walks.
Asymptotic Analysis of Random Walks: Light-Tailed Distributions
Language: en
Pages: 437
Authors: A.A. Borovkov
Categories: Mathematics
Type: BOOK - Published: 2020-10-29 - Publisher: Cambridge University Press

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A systematic modern treatise on large deviation theory for random walks with light tails, from one of its key creators.
Asymptotic Analysis of Random Walks
Language: en
Pages: 625
Authors: Aleksandr Alekseevich Borovkov
Categories: Asymptotic expansions
Type: BOOK - Published: 2008 - Publisher:

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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'
Random Walks on Reductive Groups
Language: en
Pages: 319
Authors: Yves Benoist
Categories: Mathematics
Type: BOOK - Published: 2016-10-20 - Publisher: Springer

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The classical theory of random walks describes the asymptotic behavior of sums of independent identically distributed random real variables. This book explains