A. A. Borovkov, K. A. Borovkov

Asymptotic Analysis of Random Walks

• Gebundenes Buch

Produktbeschreibung

A comprehensive monograph presenting a unified systematic exposition of the large deviations theory for heavy-tailed random walks.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 656
• Erscheinungstermin: 2. März 2015
• Englisch
• Abmessung: 240mm x 161mm x 43mm
• Gewicht: 1261g
• ISBN-13: 9780521881173
• ISBN-10: 052188117X
• Artikelnr.: 23348565

Autorenporträt

Alexander Borovkov works at the Sobolev Institute of Mathematics in Novosibirsk.

Inhaltsangabe

Introduction
1. Preliminaries
2. Random walks with jumps having no finite first moment
3. Random walks with finite mean and infinite variance
4. Random walks with jumps having finite variance
5. Random walks with semiexponential jump distributions
6. Random walks with exponentially decaying distributions
7. Asymptotic properties of functions of distributions
8. On the asymptotics of the first hitting times
9. Large deviation theorems for sums of random vectors
10. Large deviations in the space of trajectories
11. Large deviations of sums of random variables of two types
12. Non-identically distributed jumps with infinite second moments
13. Non-identically distributed jumps with finite variances
14. Random walks with dependent jumps
15. Extension to processes with independent increments
16. Extensions to generalised renewal processes
Bibliographic notes
Index of notations
Bibliography.