£95.79

Cambridge University Press Cambridge Asymptotic Analysis of Random Walks: Light-Tailed

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Description

Asymptotic Analysis of Random Walks: Light-Tailed Distributions is a specialized academic text from Cambridge University Press. Part of the Encyclopedia of Mathematics and its Applications (Series Number 176), this book serves as a companion to the work by A.A. Borovkov and K.A. Borovkov on heavy-tailed distributions. This volume offers a self-contained and systematic exposition of mathematical principles. It is designed to be a highly useful resource for academic researchers and professionals working within fields that require deep probabilistic knowledge. The text covers essential topics including the large deviation principle for random walks, a concept first established by the author in 1967 under specific decay conditions. Whether you are studying statistics, ruin theory, or queuing theory, this book provides the mathematical foundations necessary for advanced research. It is an essential addition to the library of any mathematician or professional focused on the applications of probability in complex systems.

Key Features

Serves as a direct companion to the heavy-tailed distributions volume by A.A. Borovkov and K.A. Borovkov.

Provides a self-contained and systematic exposition of mathematical theory for easier study and reference.

Supports advanced research in statistics, ruin theory, and queuing theory through detailed probability applications.

Part of the prestigious Encyclopedia of Mathematics and its Applications, Series Number 176.

Covers the large deviation principle for random walks with established mathematical foundations.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
29 October 2020
Listed Since
08 February 2020

Barcode

No barcode data available

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