Vetenskap & teknik
Asymptotic Analysis of Random Walks
A A Borovkov • K A Borovkov • K A Borovkov
Inbunden
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'Heavy-tailed' distributions describe claim sizes in insurance, losses in finance, and more. In many applications, critically important events can be represented as 'large deviations' of random walks - computing probabilities of such events is essential. This monograph presents a unified systematic exposition of the large deviations theory for heavy-tailed random walks.
- Format: Inbunden
- ISBN: 9780521881173
- Språk: Engelska
- Antal sidor: 656
- Utgivningsdatum: 2008-06-12
- Förlag: Cambridge University Press