Asymptotics and bounds for multivariate Gaussian tails (Q1776117)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics and bounds for multivariate Gaussian tails |
scientific article |
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Asymptotics and bounds for multivariate Gaussian tails (English)
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20 May 2005
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Tail asymptotics
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Gaussian random sequences
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Discrete boundary crossing
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Brownian bridge
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Quadratic programming
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