A geometric approach to an asymptotic expansion for large deviation probabilities of Gaussian random vectors
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Publication:1817492
DOI10.1006/jmva.1996.0036zbMath0864.41026MaRDI QIDQ1817492
Karl W. Breitung, Wolf-Dieter Richter
Publication date: 8 December 1996
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/e7a39dd99cbf3f1317231e332edbc76e9370b3ff
asymptotic expansions; Gaussian distribution; normal distribution; large deviations; geometric representation; Watson's lemma; local geometric properties
41A60: Asymptotic approximations, asymptotic expansions (steepest descent, etc.)
60F10: Large deviations
41A63: Multidimensional problems
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