Asymptotic Analysis of Random Walks: Light-Tailed Distributions

ISBN-13: 9781107074682 / Angielski / Twarda / 2020 / 450 str.

A. A. Borovkov; V. V. Ulyanov; Mikhail Zhitlukhin

Opis

A systematic modern treatise on large deviation theory for random walks with light tails, from one of its key creators.

Recenzje

'… an important acquisition for a library supporting a large research group in random walks.' M. Bona, Choice

Spis treści

1. Preliminaries; 2. Distribution approximations for sums of random variables; 3 Boundary problems for random walks; 4. Large deviation principles for trajectories of random walks; 5. Moderately large deviation principles for trajectories of random walks and processes with independent increments; 6. Applications to mathematical statistics.