Asymptotic Analysis of Random Walks: Light-Tailed Distributions (Encyclopedia of Mathematics and its Applications)

Borovkov, A. A.

ISBN 10: 1107074681 / ISBN 13: 9781107074682

Editore: Cambridge University Press, 2020

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Dati bibliografici

• Titolo: Asymptotic Analysis of Random Walks: Light-Tailed Distributions (Encyclopedia of Mathematics and its Applications)
• Editore: Cambridge University Press
• Data di pubblicazione: 2020
• Lingua: Inglese
• ISBN 10: 1107074681
• ISBN 13: 9781107074682
• Rilegatura: Rilegato
• Condizione: New

Descrizione articolo

Riassunto

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

Informazioni sull?autore

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).