Asymptotic Analysis Of Random Walks
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Language: en
Pages: 437
Pages: 437
Type: BOOK - Published: 2020-10-29 - Publisher: Cambridge University Press
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
Language: en
Pages: 655
Pages: 655
Type: BOOK - Published: 2008 - Publisher: Cambridge University Press
A comprehensive monograph presenting a unified systematic exposition of the large deviations theory for heavy-tailed random walks.
Language: en
Pages: 437
Pages: 437
Type: BOOK - Published: 2020-10-29 - Publisher: Cambridge University Press
A systematic modern treatise on large deviation theory for random walks with light tails, from one of its key creators.
Language: en
Pages: 319
Pages: 319
Type: BOOK - Published: 2016-10-20 - Publisher: Springer
The classical theory of random walks describes the asymptotic behavior of sums of independent identically distributed random real variables. This book explains
Language: en
Pages: 332
Pages: 332
Type: BOOK - Published: 2001-08-06 - Publisher: Cambridge University Press
The basic theory presented in a way which emphasizes intuition, problem-solving and the connections with other fields.