The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem (Q5203958): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q931206 |
||
| Property / author | |||
| Property / author: Konstantin A. Borovkov / rank | |||
Revision as of 12:39, 21 February 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
