Produkt mají v nabídce:
Asymptotic Analysis of Random Walks - Borovkov, A. A. a Borovkov, K. A. (University of Melbourne)
'Heavy-tailed' distributions describe claim sizes in insurance, losses in finance, and more. In many applications, critically important events can be represented as 'large deviations' of random walks - computing probabilities of such events is essential. This monograph presents a unified systematic exposition of the large deviations theory for heavy-tailed random walks.
