Asymptotic Analysis of Random Walks
Asymptotic Analysis of Random Walks
Light-Tailed Distributions
Von:Borovkov A. A.
Inhalt
This is a complete and systematic modern treatise on large deviation theory for random walks with light-tailed jump distributions, presented by one of its key creators. Such distributions have numerous applications in statistics, ruin theory, and queuing theory. This is a companion to the author's earlier monograph on heavy-tailed distributions.
Bibliografische Angaben
Oktober 2020, Encyclopedia of Mathematics and its Applications, Englisch
Cambridge Academic
978-1-107-07468-2