Asymptotics and bounds for multivariate Gaussian tails (Q1776117)
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scientific article; zbMATH DE number 2170055
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| English | Asymptotics and bounds for multivariate Gaussian tails |
scientific article; zbMATH DE number 2170055 |
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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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0.9038807153701782
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0.7865779399871826
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0.779513418674469
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0.7759341597557068
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0.7674360871315002
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