Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions (Bog, Hardback, Engelsk) af A. A. Borovkov
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Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions

(Bog, Hardback, Engelsk)
Forfattere: A. A. Borovkov, K. A. (University of Melbourne) Borovkov
Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions
Forlag: Cambridge University Press

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Beskrivelse

'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.

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Alle detaljer

Forlag Cambridge University Press
Forfattere A. A. Borovkov, K. A. (University of Melbourne) Borovkov
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 12-06-2008
Første udgivelsesår 2008
Serie Encyclopedia of Mathematics and its Applications
Illustrationer Worked examples or Exercises; 5 Line drawings, unspecified
Originalsprog United Kingdom
Sideantal 656
Indbinding Hardback
Forlag Cambridge University Press
Sideoplysninger 656 pages, Worked examples or Exercises; 5 Line drawings, unspecified
Mål 237 x 163 x 48
ISBN-13 / EAN-13 9780521881173