Asymptotic analysis of random walks

Asymptotic analysis of random walks

by A. A. Borovkov, K. A. Borovkov

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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.

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