Read Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions

Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions

Alexandr A. Borovkov

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Description: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 theory. The classical large deviation theory, developed for distributions decaying exponentially fast (or even faster) at infinity, mostly uses analytical methods. If the fast decay condition fails, which is the case in many important applied problems, then direct probabilistic methods usually prove to be efficient. This monograph presents a unified and systematic exposition of the large deviation theory for heavy-tailed random walks. Most of the results presented in the book are appearing in a monograph for the first time. Many of them were obtained by the authors.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions. To get started finding Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions, you are right to find our website which has a comprehensive collection of manuals listed.
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Pages: 657

Format: PDF, EPUB & Kindle Edition

Publisher: Cambridge University Press

Release: 2011

ISBN: 0511826273

Description: 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 theory. The classical large deviation theory, developed for distributions decaying exponentially fast (or even faster) at infinity, mostly uses analytical methods. If the fast decay condition fails, which is the case in many important applied problems, then direct probabilistic methods usually prove to be efficient. This monograph presents a unified and systematic exposition of the large deviation theory for heavy-tailed random walks. Most of the results presented in the book are appearing in a monograph for the first time. Many of them were obtained by the authors.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions. To get started finding Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions

Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions

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