Asymptotic Analysis of Random Walks: Light-Tailed Distributions

DOI10.1017/9781139871303zbMath1444.60002OpenAlexW3088755074MaRDI QIDQ3304902

Aleksandr A. Borovkov

Publication date: 4 August 2020

Full work available at URL: https://doi.org/10.1017/9781139871303

zbMATH Keywords

light-tailed distributionsasymptotic analysis of random walks

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Renewal theory (60K05)

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