Asymptotic Analysis of Random Walks
Heavy-Tailed Distributions
Inbunden, Engelska, 2008
Av A. A. Borovkov, K. A. (University of Melbourne) Borovkov, K. A. Borovkov
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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.
Produktinformation
- Utgivningsdatum2008-06-12
- Mått163 x 237 x 48 mm
- Vikt1 238 g
- FormatInbunden
- SpråkEngelska
- SerieEncyclopedia of Mathematics and its Applications
- Antal sidor656
- FörlagCambridge University Press
- ISBN9780521881173