The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem (Q5203958): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: Wikidata QID (P12): Q127307764, #quickstatements; #temporary_batch_1723807531120 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q127307764 / rank | |||
Normal rank | |||
Latest revision as of 12:54, 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
The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem (English)
0 references
9 December 2019
0 references
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
0 references
0 references
0 references
0 references
