Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions - Encyclopedia of Mathematics and its Applications - A. A. Borovkov - Books - Cambridge University Press - 9780521881173 - June 12, 2008
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Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions - Encyclopedia of Mathematics and its Applications

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'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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