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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.
| Cote: | Libro Electrónico |
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| Auteur principal: | |
| Autres auteurs: | |
| Format: | Électronique eBook |
| Langue: | Inglés Ruso |
| Publié: |
Cambridge :
Cambridge University Press,
2008.
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| Collection: | Encyclopedia of mathematics and its applications ;
no. 118. |
| Sujets: | |
| Accès en ligne: | Texto completo |