The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process: the Cramér case (Q2001231): Difference between revisions

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+.06577
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+Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
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+Cramér's estimate for Lévy processes
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+Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
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+The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks
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+Q2773619
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+Hitting probabilities and large deviations
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+Cramér asymptotics for finite time first passage probabilities of general Lévy processes
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+The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem
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