Borovkov A.A.: Asymptotic Analysis of Random Walks: Heavy-tailed Distributions
Скачать книгу (размер 3 339 Kb , формат fb2, страниц 656) Аннотация: 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…