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Asymptotic Analysis of Random Walks - A. A. Borovkov - Bog

- Heavy-Tailed Distributions

Bag om Asymptotic Analysis of Random Walks

'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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780521881173
  • Indbinding:
  • Hardback
  • Sideantal:
  • 656
  • Udgivet:
  • 12. juni 2008
  • Størrelse:
  • 163x237x48 mm.
  • Vægt:
  • 1238 g.
  • 8-11 hverdage.
  • 7. december 2024
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Beskrivelse af Asymptotic Analysis of Random Walks

'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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