0
Your cart

Your cart is empty

Browse All Departments
  • All Departments
Price
  • R2,500 - R5,000 (1)
  • -
Status
Brand

Showing 1 - 1 of 1 matches in All Departments

Asymptotic Analysis of Random Walks - Light-Tailed Distributions (Hardcover): A.A. Borovkov Asymptotic Analysis of Random Walks - Light-Tailed Distributions (Hardcover)
A.A. Borovkov; Translated by V.V. Ulyanov, Mikhail Zhitlukhin
R3,881 Discovery Miles 38 810 Ships in 12 - 19 working days

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.

Free Delivery
Pinterest Twitter Facebook Google+
You may like...
Pret op die Plaas 2: Arrie raak weg
Angelique Pelletier Paperback R50 R47 Discovery Miles 470
None The Number
Oliver Jeffers Paperback  (2)
R277 R252 Discovery Miles 2 520
Jakkals en Wolf 1 - 6 Lekkerlag Stories…
Wendy Maartens Paperback R230 R216 Discovery Miles 2 160
Die Meisie Met 21 Vrae
Boitumelo Mothupi Paperback R160 R145 Discovery Miles 1 450
Luna’s journey - A tale of grit and…
Shareez Bagaria Paperback R160 R139 Discovery Miles 1 390
Tjoppie En Die Tweeling
Liz de Villiers Paperback R125 R118 Discovery Miles 1 180
Tom En Die Beste Poets Ooit
Jaco Jacobs Paperback R120 R109 Discovery Miles 1 090
The Twins' South African Bird Tour
Andrew De Blocq Paperback R200 R179 Discovery Miles 1 790
Meanwhile Back On Earth
Oliver Jeffers Hardcover R500 R446 Discovery Miles 4 460
Die Mooiste Sprokies Van Grimm
Marita van der Vyver Paperback R290 R272 Discovery Miles 2 720

 

Partners