Asymptotic Analysis of Random Walks

Light-Tailed Distributions

af A. A. (Sobolev Institute of Mathematics Borovkov

This is a complete and systematic modern treatise on large deviation theory for random walks with light-tailed jump distributions, presented by one of its key creators. Such distributions have numerous applications in statistics, ruin theory, and queuing theory. This is a companion to the author's earlier monograph on heavy-tailed distributions.