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Asymptotic analysis of random walks

by A. A. Borovkov, K. A. Borovkov

Cover of Asymptotic analysis of random walks

This monograph is devoted to studying 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. It presents a unified and systematic exposition.

Random walks (Mathematics)Asymptotic expansionsMathematicsAsymptotic distribution (Probability theory)