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Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions - Encyclopedia of Mathematics and its Applications A. A. Borovkov
Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions - Encyclopedia of Mathematics and its Applications
A. A. Borovkov
'Heavy-tailed' distributions describe claim sizes in insurance, losses in finance, and more. In many applications, critically important events can be represented as 'large deviations' of random walks - computing probabilities of such events is essential. This monograph presents a unified systematic exposition of the large deviations theory for heavy-tailed random walks.
656 pages, 5 b/w illus.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | June 12, 2008 |
| ISBN13 | 9780521881173 |
| Publishers | Cambridge University Press |
| Pages | 656 |
| Dimensions | 163 × 237 × 48 mm · 1.22 kg |
| Language | English |
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