Asymptotic analysis of random walks : (Record no. 517728)
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| 000 -LEADER | |
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| fixed length control field | 03911nam a22003978i 4500 |
| 001 - CONTROL NUMBER | |
| control field | CR9780511721397 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | UkCbUP |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200124160232.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
| fixed length control field | m|||||o||d|||||||| |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr|||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 100303s2008||||enk o ||1 0|eng|d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780511721397 (ebook) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9780521881173 (hardback) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UkCbUP |
| Language of cataloging | eng |
| Description conventions | rda |
| Transcribing agency | UkCbUP |
| 041 1# - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| Language code of original and/or intermediate translations of text | rus |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA274.73 |
| Item number | .B67 2008 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.282 |
| Edition number | 22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Borovkov, A. A. |
| Fuller form of name | (Aleksandr Alekseevich), |
| Dates associated with a name | 1931- |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Asymptotic analysis of random walks : |
| Remainder of title | heavy-tailed distributions / |
| Statement of responsibility, etc | A.A. Borovkov, K.A. Borovkov ; translated by O.B. Borovkova. |
| 264 #1 - Production, Publication, Distribution, Manufacture, and Copyright Notice (R) | |
| Place of production, publication, distribution, manufacture (R) | Cambridge : |
| Name of producer, publisher, distributor, manufacturer (R) | Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2008. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xxix, 625 pages) : |
| Other physical details | digital, PDF file(s). |
| 336 ## - Content Type (R) | |
| Content type term (R) | text |
| Content type code (R) | txt |
| Source (NR) | rdacontent |
| 337 ## - Media Type (R) | |
| Media type term (R) | computer |
| Media type code (R) | c |
| Source (NR) | rdamedia |
| 338 ## - Carrier Type (R) | |
| Carrier type term (R) | online resource |
| Carrier type code (R) | cr |
| Source (NR) | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| სერიის ცნობა | Encyclopedia of mathematics and its applications ; |
| Volume number/sequential designation | volume 118 |
| 500 ## - GENERAL NOTE | |
| General note | Title from publisher's bibliographic system (viewed on 05 Oct 2015). |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Preliminaries -- Random walks with jumps having no finite first moment -- Random walks with jumps having finite mean and infinite variance -- Random walks with jumps having finite variance -- Random walks with semiexponential jump distributions -- Large deviations on the boundary of and outside the Cramer zone for random walks with jump distributions decaying exponentially fast -- Asymptotic properties of functions of regularly varying and semiexponential distributions. Asymptotics of the distributions of stopped sums and their maxima. An alternative approach to studying the asymptotics of P(S[subscript n] [is equal to or greater than] x) -- On the asymptotics of the first hitting times -- Integro-local and integral large deviation theorems for sums of random vectors -- Large deviations in trajectory space -- Large deviations of sums of random variables of two types -- Random walks with non-identically distributed jumps in the triangular array scheme in the case of infinite second moment. Transient phenomena -- Random walks with non-identically distributed jumps in the triangular array scheme in the case of finite variances -- Random walks with dependent jumps -- Extension of the results of Chapters 2-5 to continuous-time random processes with independent increments -- Extension of the results of Chapters 3 and 4 to generalized renewal processes. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This book focuses on 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. Large deviation probabilities are of great interest in numerous applied areas, typical examples being ruin probabilities in risk theory, error probabilities in mathematical statistics, and buffer-overflow probabilities in queueing theory. The classical large deviation theory, developed for distributions decaying exponentially fast (or even faster) at infinity, mostly uses analytical methods. If the fast decay condition fails, which is the case in many important applied problems, then direct probabilistic methods usually prove to be efficient. This monograph presents a unified and systematic exposition of the large deviation theory for heavy-tailed random walks. Most of the results presented in the book are appearing in a monograph for the first time. Many of them were obtained by the authors. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Random walks (Mathematics) |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Asymptotic expansions. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Borovkov, K. A. |
| Fuller form of name | (Konstantin Aleksandrovich), |
| Relator term | editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Borovkova, O. B., |
| Relator term | translator. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Print version: |
| International Standard Book Number | 9780521881173 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Encyclopedia of mathematics and its applications ; |
| Volume number/sequential designation | v. 118. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://doi.org/10.1017/CBO9780511721397">https://doi.org/10.1017/CBO9780511721397</a> |
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