{"product_id":"asymptotic-analysis-of-random-walks-light-tailed-distributions-hardback-9781107074682","title":"Asymptotic Analysis of Random Walks; Light-Tailed Distributions (Hardback) 9781107074682","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eAsymptotic Analysis of Random Walks\u003c\/font\u003e\u003cbr\u003e\r\n\u003cfont size=\"5\"\u003eLight-Tailed Distributions\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cem\u003eA systematic modern treatise on large deviation theory for random walks with light tails, from one of its key creators.\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eA. A. Borovkov (Author), V. V. Ulyanov (Translated by), Mikhail Zhitlukhin (Translated by)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781107074682, Cambridge University Press\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 29 October 2020\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e450 pages\u003cbr\u003e15 x 23 x 3.5 cm, 0.84 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cem\u003e\u003cfont size=\"3\"\u003e'… an important acquisition for a library supporting a large research group in random walks.' M. Bona, Choice\u003c\/font\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eThis 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.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e1. Preliminaries\u003cbr\u003e 2. Distribution approximations for sums of random variables\u003cbr\u003e 3 Boundary problems for random walks\u003cbr\u003e 4. Large deviation principles for trajectories of random walks\u003cbr\u003e 5. Moderately large deviation principles for trajectories of random walks and processes with independent increments\u003cbr\u003e 6. Applications to mathematical statistics.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Stochastics [\u003ca title=\"See our other books on Stochastics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Stochastics%20%5BPBWL%5D%22\"\u003ePBWL\u003c\/a\u003e], Mathematical modelling [\u003ca title=\"See our other books on Mathematical modelling\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Mathematical%20modelling%20%5BPBWH%5D%22\"\u003ePBWH\u003c\/a\u003e], Probability \u0026amp; statistics [\u003ca title=\"See our other books on Probability \u0026amp; statistics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Probability%20\u0026amp;%20statistics%20%5BPBT%5D%22\"\u003ePBT\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":46005429698840,"sku":"9781107074682","price":100.56,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/products\/9781107074682i_3177fe70-d5b1-4ef9-a9df-d0fc81dd6cc7.jpg?v=1691361772","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/asymptotic-analysis-of-random-walks-light-tailed-distributions-hardback-9781107074682","provider":"Freshly Printed Books","version":"1.0","type":"link"}