Verfasst von:	Borovkov, A. A. [VerfasserIn]
Titel:	Asymptotic analysis of random walks
Titelzusatz:	light-tailed distributions
Mitwirkende:	Ulʹjanov, Vladimir Vladimirovič [ÜbersetzerIn]
	Zhitlukhin, M. V. [ÜbersetzerIn]
Verf.angabe:	A.A. Borovkov, Sobolev Institute of Mathematics, Novosibirsk ; translated by V.V. Ulyanov, Lomonosov Moscow State University and HSE University, Moscow, M. V. Zhitlukhin, Steklov Institute of Mathematics, Moscow
Verlagsort:	Cambridge ; New York, NY ; Port Melbourne ; New Delhi ; Singapore
Verlag:	Cambridge University Press
Jahr:	2020
Umfang:	xvi, 419 Seiten
Gesamttitel/Reihe:	Encyclopedia of mathematics and its applications ; 176
Fussnoten:	Literaturverzeichnis: Seite 410-418
ISBN:	978-1-107-07468-2
Abstract:	"This is a companion book to Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions by A.A. Borovkov and K.A. Borovkov. Its self-contained systematic exposition provides a highly useful resource for academic researchers and professionals interested in applications of probability in statistics, ruin theory, and queuing theory. The large deviation principle for random walks was first established by the author in 1967, under the restrictive condition that the distribution tails decay faster than exponentially. (A close assertion was proved by S.R.S. Varadhan in 1966, but only in a rather special case.) Since then, the principle has always been treated in the literature only under this condition. Recently, the author jointly with A.A. Mogul'skii removed this restriction, finding a natural metric for which the large deviation principle for random walks holds without any conditions. This new version is presented in the book, as well as a new approach to studying large deviations in boundary crossing problems. Many results presented in the book, obtained by the author himself or jointly with co-authors, are appearing in a monograph for the first time"--
	This is a companion book to Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions by A.A. Borovkov and K.A. Borovkov. Its self-contained systematic exposition provides a highly useful resource for academic researchers and professionals interested in applications of probability in statistics, ruin theory, and queuing theory. The large deviation principle for random walks was first established by the author in 1967, under the restrictive condition that the distribution tails decay faster than exponentially. (A close assertion was proved by S.R.S. Varadhan in 1966, but only in a rather special case.) Since then, the principle has always been treated in the literature only under this condition. Recently, the author jointly with A.A. Mogul'skii removed this restriction, finding a natural metric for which the large deviation principle for random walks holds without any conditions. This new version is presented in the book, as well as a new approach to studying large deviations in boundary crossing problems. Many results presented in the book, obtained by the author himself or jointly with co-authors, are appearing in a monograph for the first time.
DOI:	doi:10.1017/9781139871303
URL:	Inhaltsverzeichnis: https://www.gbv.de/dms/tib-ub-hannover/1702003191.pdf
	https://www.zbmath.org/?q=an%3A1444.60002
	DOI: https://doi.org/10.1017/9781139871303
Schlagwörter:	(s)Irrfahrtsproblem    / (s)Asymptotik
Sprache:	eng
Bibliogr. Hinweis:	Erscheint auch als : Online-Ausgabe: Borovkov, A.A: Asymptotic analysis of random walks: light-tailed distributions. - New York : Cambridge University Press, 2020 |(DLC)2020022777
	Erscheint auch als : Online-Ausgabe: Borovkov, A. A., 1931 - : Asymptotic analysis of random walks. - Cambridge : Cambridge University Press, 2020. - 1 Online-Ressource (xvi, 419 Seiten)
RVK-Notation:	SK 800
K10plus-PPN:	1702003191
Verknüpfungen:	→ Übergeordnete Aufnahme