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Asymptotic Analysis of Random Walks - Heavy-Tailed Distributions (Hardcover, New) Loot Price: R4,944
Discovery Miles 49 440
Asymptotic Analysis of Random Walks - Heavy-Tailed Distributions (Hardcover, New): A.A. Borovkov, K.A. Borovkov

Asymptotic Analysis of Random Walks - Heavy-Tailed Distributions (Hardcover, New)

A.A. Borovkov, K.A. Borovkov

Series: Encyclopedia of Mathematics and its Applications

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Loot Price R4,944 Discovery Miles 49 440 | Repayment Terms: R463 pm x 12*

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This book focuses on the asymptotic behaviour of the probabilities of large deviations of the trajectories of random walks with 'heavy-tailed' (in particular, regularly varying, sub- and semiexponential) jump distributions. Large deviation probabilities are of great interest in numerous applied areas, typical examples being ruin probabilities in risk theory, error probabilities in mathematical statistics, and buffer-overflow probabilities in queueing theory. The classical large deviation theory, developed for distributions decaying exponentially fast (or even faster) at infinity, mostly uses analytical methods. If the fast decay condition fails, which is the case in many important applied problems, then direct probabilistic methods usually prove to be efficient. This monograph presents a unified and systematic exposition of the large deviation theory for heavy-tailed random walks. Most of the results presented in the book are appearing in a monograph for the first time. Many of them were obtained by the authors.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: Encyclopedia of Mathematics and its Applications
Release date: June 2008
First published: March 2008
Authors: A.A. Borovkov • K.A. Borovkov
Dimensions: 242 x 162 x 48mm (L x W x T)
Format: Hardcover
Pages: 656
Edition: New
ISBN-13: 978-0-521-88117-3
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Vector & tensor analysis
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LSN: 0-521-88117-X
Barcode: 9780521881173

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