The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem (Q5203958)
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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)
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9 December 2019
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large deviation
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exact asymptotics
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multivariate random walk
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multivariate ruin problem
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Cramér moment condition
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boundary crossing
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second rate function
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