Asymptotic Analysis of Random Walks
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Asymptotic Analysis of Random Walks
Light-Tailed Distributions
Zhitlukhin, Mikhail; Ulyanov, V. V.; Borovkov, A. A.
Cambridge University Press
10/2020
450
Dura
Inglês
9781107074682
15 a 20 dias
840
Descrição não disponível.
1. Preliminaries; 2. Distribution approximations for sums of random variables; 3 Boundary problems for random walks; 4. Large deviation principles for trajectories of random walks; 5. Moderately large deviation principles for trajectories of random walks and processes with independent increments; 6. Applications to mathematical statistics.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
1. Preliminaries; 2. Distribution approximations for sums of random variables; 3 Boundary problems for random walks; 4. Large deviation principles for trajectories of random walks; 5. Moderately large deviation principles for trajectories of random walks and processes with independent increments; 6. Applications to mathematical statistics.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
