The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem
Publication:5203958
DOI10.1017/apr.2019.28zbMath1427.60050arXiv1708.09605OpenAlexW2972267520WikidataQ127307764 ScholiaQ127307764MaRDI QIDQ5203958
Yuqing Pan, Konstantin A. Borovkov
Publication date: 9 December 2019
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.09605
large deviationboundary crossingexact asymptoticsmultivariate random walksecond rate functionCramér moment conditionmultivariate ruin problem
Sums of independent random variables; random walks (60G50) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Large deviations (60F10)
Related Items (7)
Cites Work
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