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Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions by K. A. Borovkov, A. A. Borovkov (Hardcover, 2008)

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A. A. Borovkov (Author), K. A. Borovkov (Author). This book focuses on the asymptotic behaviour of the probabilities of large deviations of the trajectories of random walks with 'heavy-tailed' (in particular, regularly varying, sub- and semiexponential) jump distributions.