Asymptotic Analysis of Random Walks
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Published By Cambridge University Press

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Bibliographic notes

Asymptotic Analysis of Random Walks ◽

10.1017/cbo9780511721397.018 ◽

2010 ◽

pp. 602-610

Author(s):

A. A. Borovkov ◽

K. A. Borovkov

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Extension of the results of Chapters 2–5 to continuous-time random processes with independent increments

Asymptotic Analysis of Random Walks ◽

10.1017/cbo9780511721397.016 ◽

2010 ◽

pp. 522-542

Author(s):

A. A. Borovkov ◽

K. A. Borovkov

Keyword(s):

Continuous Time ◽

Random Processes ◽

Independent Increments ◽

Processes With Independent Increments

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Large deviations of sums of random variables of two types

Asymptotic Analysis of Random Walks ◽

10.1017/cbo9780511721397.012 ◽

2010 ◽

pp. 427-438

Author(s):

A. A. Borovkov ◽

K. A. Borovkov

Keyword(s):

Large Deviations ◽

Random Variables ◽

Sums Of Random Variables

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Asymptotic properties of functions of regularly varying and semiexponential distributions. Asymptotics of the distributions of stopped sums and their maxima. An alternative approach to studying the asymptotics of P(Sn ≥ x)

Asymptotic Analysis of Random Walks ◽

10.1017/cbo9780511721397.008 ◽

2010 ◽

pp. 335-368

Author(s):

A. A. Borovkov ◽

K. A. Borovkov

Keyword(s):

Asymptotic Properties ◽

Alternative Approach ◽

Regularly Varying ◽

Stopped Sums

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Random walks with jumps having finite variance

Asymptotic Analysis of Random Walks ◽

10.1017/cbo9780511721397.005 ◽

2010 ◽

pp. 182-232

Author(s):

A. A. Borovkov ◽

K. A. Borovkov

Keyword(s):

Random Walks ◽

Finite Variance

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Random walks with non-identically distributed jumps in the triangular array scheme in the case of finite variances

Asymptotic Analysis of Random Walks ◽

10.1017/cbo9780511721397.014 ◽

2010 ◽

pp. 482-505

Author(s):

A. A. Borovkov ◽

K. A. Borovkov

Keyword(s):

Random Walks ◽

Triangular Array ◽

Array Scheme

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On the asymptotics of the first hitting times

Asymptotic Analysis of Random Walks ◽

10.1017/cbo9780511721397.009 ◽

2010 ◽

pp. 369-397

Author(s):

A. A. Borovkov ◽

K. A. Borovkov

Keyword(s):

Hitting Times ◽

First Hitting Times

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Preliminaries

Asymptotic Analysis of Random Walks ◽

10.1017/cbo9780511721397.002 ◽

2010 ◽

pp. 1-79

Author(s):

A. A. Borovkov ◽

K. A. Borovkov

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Extension of the results of Chapters 3 and 4 to generalized renewal processes

Asymptotic Analysis of Random Walks ◽

10.1017/cbo9780511721397.017 ◽

2010 ◽

pp. 543-601

Author(s):

A. A. Borovkov ◽

K. A. Borovkov

Keyword(s):

Renewal Processes

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Large deviations on the boundary of and outside the Cramér zone for random walks with jump distributions decaying exponentially fast

Asymptotic Analysis of Random Walks ◽

10.1017/cbo9780511721397.007 ◽

2010 ◽

pp. 300-334

Author(s):

A. A. Borovkov ◽

K. A. Borovkov

Keyword(s):

Large Deviations ◽

Random Walks

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