Loading…
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.
| Call Number: | Libro Electrónico |
|---|---|
| Main Author: | |
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | Inglés Ruso |
| Published: |
Cambridge :
Cambridge University Press,
2008.
|
| Series: | Encyclopedia of mathematics and its applications ;
no. 118. |
| Subjects: | |
| Online Access: | Texto completo |