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Hardcover Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions Book
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ISBN: 052188117X

ISBN13: 9780521881173

Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions

(Book #118 in the Encyclopedia of Mathematics and its Applications Series)

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This book focuses on the asymptotic behavior of the probabilities of large deviations of the trajectories of random walks with 'heavy-tailed' (in particular, regularly varying, sub- and semiexponential) jump distributions. Large deviation probabilities are of great interest in numerous applied areas, typical examples being ruin probabilities in risk theory, error probabilities in mathematical statistics, and buffer-overflow probabilities in queueing...

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Format: Hardcover

Condition: New

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Math Mathematics Science & Math

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