Asymptotic analysis of random walks : light-tailed distributions / A. A. Borovkov,... ; translated by V. V. Ulyanov,... M. V. Zhitlukhin,...

Date : 2020

Type : Livre / Book

Langue / Language : anglais / English

ISBN : 978-1-107-07468-2

EAN : 9781107074682

Développements asymptotiques

Marches aléatoires (mathématiques)

Distribution asymptotique (théorie des probabilités)

Classification Dewey : 519.282

Borovkov, Aleksandr Alekseevich (1931-....) (Auteur / author)

Zhitlukhin, Mikhail V. (Traducteur / translator)

Ulyanov, Vladimir V. (Traducteur / translator)

Collection : Encyclopedia of mathematics and its applications / ed. Gian-Carlo Rota,... / Cambridge : Cambridge University Press , 1976-

Résumé / Abstract : 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