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Synopsis
A comprehensive monograph presenting a unified systematic exposition of the large deviations theory for heavy-tailed random walks.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos des auteurs
Alexander Borovkov works at the Sobolev Institute of Mathematics in Novosibirsk.
Konstantin Borovkov is a staff member in the Department of Mathematics and Statistics at the University of Melbourne.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions (Encyclopedia of Mathematics and its Applications, Series Number 118)
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Cambridge University Press, 2008
ISBN 10 : 052188117X
ISBN 13 : 9780521881173
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Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
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Asymptotic Analysis of Random Walks : Heavy-Tailed Distributions
Edité par
Cambridge University Press, 2008
ISBN 10 : 052188117X
ISBN 13 : 9780521881173
Neuf
Couverture rigide
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions (Encyclopedia of Mathematics and its Applications, Series Number 118)
Edité par
Cambridge University Press, 2008
ISBN 10 : 052188117X
ISBN 13 : 9780521881173
Neuf
Couverture rigide
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions (Encyclopedia of Mathematics and its Applications, Series Number 118)
Edité par
Cambridge University Press, 2008
ISBN 10 : 052188117X
ISBN 13 : 9780521881173
Neuf
Couverture rigide
Vendeur : California Books, Miami, FL, Etats-Unis
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Asymptotic Analysis of Random Walks : Heavy-Tailed Distributions
Edité par
Cambridge University Press, 2008
ISBN 10 : 052188117X
ISBN 13 : 9780521881173
Neuf
Couverture rigide
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Asymptotic Analysis of Random Walks : Heavy-Tailed Distributions
Edité par
Cambridge University Press, 2008
ISBN 10 : 052188117X
ISBN 13 : 9780521881173
Ancien ou d'occasion
Couverture rigide
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 5486017
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Asymptotic Analysis of Random Walks (Hardcover)
Edité par
Cambridge University Press, Cambridge, 2008
ISBN 10 : 052188117X
ISBN 13 : 9780521881173
Neuf
Couverture rigide
Vendeur : Grand Eagle Retail, Bensenville, IL, Etats-Unis
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Hardcover. Etat : new. Hardcover. This book focuses on the asymptotic behavior 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 statistics, and buffer-overflow probabilities in queueing theory. The classical large deviation theory, developed for distributions decaying exponentially fast (or even faster) at infinity, mostly uses analytical methods. If the fast decay condition fails, which is the case in many important applied problems, then direct probabilistic methods usually prove to be efficient. This monograph presents a unified and systematic exposition of the large deviation theory for heavy-tailed random walks. Most of the results presented in the book are appearing in a monograph for the first time. Many of them were obtained by the authors. '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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9780521881173
Quantité disponible : 1 disponible(s)
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Asymptotic Analysis of Random Walks : Heavy-Tailed Distributions
Edité par
Cambridge University Press, 2008
ISBN 10 : 052188117X
ISBN 13 : 9780521881173
Ancien ou d'occasion
Couverture rigide
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 5486017
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Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions
Edité par
Cambridge Univ Pr, 2008
ISBN 10 : 052188117X
ISBN 13 : 9780521881173
Neuf
Couverture rigide
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Hardcover. Etat : Brand New. 625 pages. 9.50x6.50x1.75 inches. In Stock. This item is printed on demand. N° de réf. du vendeur __052188117X
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Asymptotic Analysis of Random Walks (Hardcover)
Edité par
Cambridge University Press, Cambridge, 2008
ISBN 10 : 052188117X
ISBN 13 : 9780521881173
Neuf
Couverture rigide
Vendeur : CitiRetail, Stevenage, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : new. Hardcover. This book focuses on the asymptotic behavior 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 statistics, and buffer-overflow probabilities in queueing theory. The classical large deviation theory, developed for distributions decaying exponentially fast (or even faster) at infinity, mostly uses analytical methods. If the fast decay condition fails, which is the case in many important applied problems, then direct probabilistic methods usually prove to be efficient. This monograph presents a unified and systematic exposition of the large deviation theory for heavy-tailed random walks. Most of the results presented in the book are appearing in a monograph for the first time. Many of them were obtained by the authors. '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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N° de réf. du vendeur 9780521881173
Quantité disponible : 1 disponible(s)