A.A. Borovkov (Russia Sobolev Institute of Mathematics)

Gebundenes Buch

Asymptotic Analysis of Random Walks

Light-Tailed Distributions

Übersetzer: Ulyanov, V V; Zhitlukhin, Mikhail

Beschreibung

This is a complete and systematic modern treatise on large deviation theory for random walks with light-tailed jump distributions, presented by one of its key creators. Such distributions have numerous applications in statistics, ruin theory, and queuing theory. This is a companion to the author's earlier monograph on heavy-tailed distributions.

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. Statulevi¿ius) 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).

Produktdetails

• Encyclopedia of Mathematics and its Applications
• Verlag: Cambridge University Press
• Seitenzahl: 450
• Erscheinungstermin: 29. Oktober 2020
• Englisch
• Abmessung: 234mm x 156mm x 29mm
• Gewicht: 836g
• ISBN-13: 9781107074682
• ISBN-10: 1107074681
• Artikelnr.: 60721107