Asymptotic Analysis of Random Walks

DOI10.1017/CBO9780511721397zbMath1231.60001MaRDI QIDQ3527905

Konstantin A. Borovkov, Aleksandr A. Borovkov

Publication date: 30 September 2008

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Renewal theory (60K05)

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