Asymptotic Analysis of Random Walks : Heavy-Tailed Distributions
Book Details
Format
Hardback or Cased Book
Book Series
Encyclopedia of Mathematics and its Applications
ISBN-10
052188117X
ISBN-13
9780521881173
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jun 12th, 2008
Print length
656 Pages
Weight
1,238 grams
Dimensions
23.70 x 16.30 x 4.80 cms
Product Classification:
Calculus & mathematical analysisProbability & statistics
Ksh 32,400.00
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'Heavy-tailed' distributions describe claim sizes in insurance, losses in finance, and more. In many applications, critically important events can be represented as 'large deviations' of random walks - computing probabilities of such events is essential. This monograph presents a unified systematic exposition of the large deviations theory for heavy-tailed random walks.
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