Asymptotic analysis of random walks

By A. A. Borovkov, K. A. Borovkov

Subjects: Mathematics, Random walks (mathematics), Asymptotic expansions, Random walks (Mathematics)

Description: 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.