Cargando…
Asymptotic analysis of random walks : heavy-tailed distributions /
This monograph is devoted to studying 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. It presents a unified and systematic exposition.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés Ruso |
| Publicado: |
Cambridge :
Cambridge University Press,
2008.
|
| Colección: | Encyclopedia of mathematics and its applications ;
no. 118. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | This monograph is devoted to studying 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. It presents a unified and systematic exposition. |
|---|---|
| Descripción Física: | 1 online resource (xxix, 625 pages) : illustrations |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781461941576 1461941571 9780511826276 0511826273 9780511721397 0511721390 9781107390522 1107390524 |