Large deviations approximations to distributions of the total distance of compound random walks with von Mises directions
Publication:1707047
DOI10.1007/S11009-016-9523-6zbMath1403.62092OpenAlexW2530402427MaRDI QIDQ1707047
Publication date: 28 March 2018
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://boris.unibe.ch/89301/8/paper5.pdf
saddlepoint approximationrandom walksbinomial distributioncircular distributionresultant lengthdefective densitynegative binomial and Poisson processes
Directional data; spatial statistics (62H11) Sums of independent random variables; random walks (60G50) Approximations to statistical distributions (nonasymptotic) (62E17)
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- Saddlepoint approximations for some models of circular data
- Exact probability distributions for noncorrelated random walk models
- A characterization of the uniform distribution on the circle
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- The Distribution of Length and Components of the Sum of $n$ Random Unit Vectors
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- The Pearson random walk with unequal step sizes
- Asymptotic expansions at work
- A planar random motion with an infinite number of directions controlled by the damped wave equation
- Saddlepoint Approximations in Statistics
- Loss Models
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