Asymptotic Analysis of Random Walks: Light-Tailed Distributions

A.A. Borovkov , Translated by V.V. Ulyanov , Mikhail Zhitlukhin

ISBN 10: 1107074681 / ISBN 13: 9781107074682

Verlag: Cambridge University Press, 2020

Beschreibung

450 pages. 9.25x6.25x1.25 inches. In Stock. This item is printed on demand.

Bestandsnummer des Verkäufers __1107074681

Bibliografische Details

• Titel: Asymptotic Analysis of Random Walks: Light-Tailed Distributions
• Verlag: Cambridge University Press
• Erscheinungsjahr: 2020
• Sprache: Englisch
• ISBN-10: 1107074681
• ISBN-13: 9781107074682
• Einband: Hardcover
• Zustand: Brand New
• Gewicht: 0,85 Kilogramm

Über diesen Titel

Inhaltsangabe

A systematic modern treatise on large deviation theory for random walks with light tails, from one of its key creators.

Über die Autorin bzw. den Autor

A.A. Borovkov is Principal Research Fellow and a Russian Academy of Sciences Adviser at the Sobolev Institute of Mathematics, where he also served as the founding head of the Department of Probability Theory and Mathematical Statistics. He was the founding Chair in Probability Theory and Mathematical Statistics at the Novosibirsk State University in 1965. He has authored and co-authored several influential research monographs. In 1979 he was awarded (together with V.V. Sazonov and V. Statulevičius) the State Prize of the USSR for outstanding research results on asymptotic methods of probability theory, and was elected a full member of the Academy of Sciences of the USSR in 1990. He received the 2002 Russian Government Prize in Education, the 2003 Russian Academy of Sciences A.A. Markov Prize, and the Russian Academy of Sciences A.A. Kolmogorov Prize for his joint work with A.A. Mogul'skii on the extended large deviation principle (2015).