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)