Asymptotic Analysis of Random Walks by A. A. Borovkov
Look inside with Google Book Preview
Asymptotic Analysis of Random Walks
By A. A. Borovkov

Asymptotic Analysis of Random Walks

Heavy-tailed Distributions

By (author) See other recent books by A. A. Borovkov See other recent books by K. A. Borovkov
Format: Hardback

Normal Price: $355.00
Your Price: $319.50 AUD, inc. GST
Shipping: $7.95 per order
You Save: $35.50! (10% off normal price)
Plus...earn $15.98 in Boomerang Bucks
Availability: Available Available to Backorder, No Due Date for Supply



Asymptotic Analysis of Random Walks by A. A. Borovkov

Book Description

This book focuses on the asymptotic behaviour 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.

Buy Asymptotic Analysis of Random Walks book by A. A. Borovkov from Australia's Online Bookstore, Boomerang Books.


Book Details

ISBN: 9780521881173
ISBN-10: 052188117X
Format: Hardback
(234mm x 156mm x 40mm)
Pages: 656
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 12-Jun-2008
Country of Publication: United Kingdom

Books By Author A. A. Borovkov

Mathematical Statistics by A. A. Borovkov Mathematical Statistics, Hardback (January 1999)

An overview of modern mathematical statistics, this work is succinct and easy to grasp. The mathematical presentation is coherent and rigorous throughout. It presents classical results and methods that form the basis of modern statistics, and examines the foundations of estimation theory, hypothesis testing theory and statistical game theory.

» View all books by A. A. Borovkov

Reviews

» Have you read this book? We'd like to know what you think about it - write a review about Asymptotic Analysis of Random Walks book by A. A. Borovkov and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)

Write a book review


Author Biography - A. A. Borovkov

Alexander Borovkov works at the Sobolev Institute of Mathematics in Novosibirsk. Konstantin Borovkov is a staff member in the Department of Mathematics and Statistics at the University of Melbourne.

Boomerang Bucks close

For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.

Recent books by A. A. Borovkov close
Mathematical Statistics by A. A. Borovkov
»
Recent books by K. A. Borovkov close
Asymptotic Analysis of Random Walks by K. A. Borovkov
Russian-English English-Russian Dictionary on Probability, Statistics and Combinatorics by K. A. Borovkov
»
BoomerangBooks.com.au close