The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem (Q5203958): Difference between revisions

Latest revision as of 13:54, 16 August 2024

scientific article; zbMATH DE number 7141449

Language	Label	Description	Also known as
English	The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem	scientific article; zbMATH DE number 7141449

Statements

instance of

scholarly article

0 references

title

The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem (English)

0 references

author

Yuqing Pan

0 references

Konstantin A. Borovkov

0 references

published in

Advances in Applied Probability

0 references

publication date

9 December 2019

0 references

full work available at URL

https://arxiv.org/abs/1708.09605

0 references

zbMATH Keywords

large deviation

0 references

exact asymptotics

0 references

multivariate random walk

0 references

multivariate ruin problem

0 references

Cramér moment condition

0 references

boundary crossing

0 references

second rate function

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Q3560912

0 references

Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results

0 references

On the Cramér transform, large deviations in boundary value problems, and the conditional invariance principle

0 references

On the limit conditional distributions connected with large deviations

0 references

Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin

0 references

Large deviations and testing statistical hypotheses. I: Large deviations of sums of random vectors

0 references

The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks

0 references

Integro-Local Limit Theorems Including Large Deviations for Sumsof Random Vectors.

0 references

Integro-Local Limit Theorems Including Large Deviations for Sums of Random Vectors. II

0 references

Q2773619

0 references

Q3232397

0 references

Identifiers

zbMATH Open document ID

1427.60050

0 references

DOI

10.1017/apr.2019.28

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5203958

@@ Property / author @@
+Konstantin A. Borovkov
@@ Property / author: Konstantin A. Borovkov / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2972267520
@@ Property / OpenAlex ID: W2972267520 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.09605
@@ Property / arXiv ID: 1708.09605 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
+Normal rank
@@ Property / cites work @@
+On the Cramér transform, large deviations in boundary value problems, and the conditional invariance principle
+Normal rank
@@ Property / cites work @@
+On the limit conditional distributions connected with large deviations
+Normal rank
@@ Property / cites work @@
+Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
+Normal rank
@@ Property / cites work @@
+Large deviations and testing statistical hypotheses. I: Large deviations of sums of random vectors
+Normal rank
@@ Property / cites work @@
+The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks
+Normal rank
@@ Property / cites work @@
+Integro-Local Limit Theorems Including Large Deviations for Sumsof Random Vectors.
+Normal rank
@@ Property / cites work @@
+Integro-Local Limit Theorems Including Large Deviations for Sums of Random Vectors. II
+Normal rank
@@ Property / cites work @@
+Q2773619
@@ Property / cites work: Q2773619 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3232397
@@ Property / cites work: Q3232397 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q127307764
@@ Property / Wikidata QID: Q127307764 / rank @@
+Normal rank