By A. A. Borovkov,K. A. Borovkov

This publication makes a speciality of the asymptotic behaviour of the chances of huge deviations of the trajectories of random walks with 'heavy-tailed' (in specific, on a regular basis various, sub- and semiexponential) bounce distributions. huge deviation possibilities are of significant curiosity in several utilized components, usual examples being wreck chances in possibility conception, errors chances in mathematical facts, and buffer-overflow chances in queueing conception. The classical huge deviation conception, built for distributions decaying exponentially speedy (or even speedier) at infinity, as a rule makes use of analytical tools. If the short decay situation fails, that is the case in lots of very important utilized difficulties, then direct probabilistic tools often turn out to be effective. This monograph provides a unified and systematic exposition of the big deviation conception for heavy-tailed random walks. many of the effects offered within the ebook are showing in a monograph for the 1st time. a lot of them have been got via the authors.

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