Asymptotic analysis of random walks : light-tailed distributions /

Asymptotic analysis of random walks : light-tailed distributions /

Saved in:

Bibliographic Details
Author / Creator:	Borovkov, A. A. (Aleksandr Alekseevich), 1931- author.
Imprint:	Cambridge, United Kingdom ; New York, NY : Cambridge University Press, 2020. ©2020
Description:	xvi, 419 pages : illustrations ; 25 cm.
Language:	English
Series:	Encyclopedia of mathematics and its applications ; volume 176 Encyclopedia of mathematics and its applications ; v. 176.
Subject:	Random walks (Mathematics) Asymptotic expansions. Asymptotic distribution (Probability theory) Asymptotic distribution (Probability theory) Asymptotic expansions. Random walks (Mathematics)
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/12524317

Hidden Bibliographic Details
ISBN:	9781107074682 1107074681 9781139871303
Notes:	Includes bibliographical references and index.
Summary:	"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 exposition provides a highly useful resource for academic researchers and professionals interested in applications of probability in statistics, ruin theory, and queuing theory. The large deviation principle for random walks was first established by the author in 1967, under the restrictive condition that the distribution tails decay faster than exponentially. (A close assertion was proved by S.R.S. Varadhan in 1966, but only in a rather special case.) Since then, the principle has always been treated in the literature only under this condition. Recently, the author jointly with A.A. Mogul'skii removed this restriction, finding a natural metric for which the large deviation principle for random walks holds without any conditions. This new version is presented in the book, as well as a new approach to studying large deviations in boundary crossing problems. Many results presented in the book, obtained by the author himself or jointly with co-authors, are appearing in a monograph for the first time"--
Other form:	Online version: Borovkov, A.A., Asymptotic analysis of random walks: light-tailed distributions New York : Cambridge University Press, 2020. 9781139871303

Crerar, Lower Level, Bookstacks

Loading map link

Holdings details from Crerar, Lower Level, Bookstacks
Call Number:	QA274.73.B6813 2020
c.1	Available Loan period: standard loan Scan and Deliver Request for Pickup Need help? - Ask a Librarian