You are here

Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions

A. A. Borovkov and K. A. Borovkov
Publisher: 
Cambridge University Press
Publication Date: 
2008
Number of Pages: 
625
Format: 
Hardcover
Series: 
Encyclopedia of Mathematics and Its Applications 118
Price: 
190.00
ISBN: 
9780521881173
Category: 
Monograph
We do not plan to review this book.

Introduction; 1. Preliminaries; 2. Random walks with jumps having no finite first moment; 3. Random walks with finite mean and infinite variance; 4. Random walks with jumps having finite variance; 5. Random walks with semiexponential jump distributions; 6. Random walks with exponentially decaying distributions; 7. Asymptotic properties of functions of distributions; 8. On the asymptotics of the first hitting times; 9. Large deviation theorems for sums of random vectors; 10. Large deviations in the space of trajectories; 11. Large deviations of sums of random variables of two types; 12. Non-identically distributed jumps with infinite second moments; 13. Non-identically distributed jumps with finite variances; 14. Random walks with dependent jumps; 15. Extension to processes with independent increments; 16. Extensions to generalised renewal processes; Bibliographic notes; Index of notations; Bibliography.

Dummy View - NOT TO BE DELETED