A geometric approach to an asymptotic expansion for large deviation probabilities of Gaussian random vectors (Q1817492)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A geometric approach to an asymptotic expansion for large deviation probabilities of Gaussian random vectors |
scientific article |
Statements
A geometric approach to an asymptotic expansion for large deviation probabilities of Gaussian random vectors (English)
0 references
8 December 1996
0 references
For the probabilities of large deviations of Gaussian random vectors an asymptotic expansion is derived. The approach of calculating higher-order coefficients is based on studying the behaviour of surface integrals near the points where the normal density is maximal. The main idea is combining considerations concerning global and local geometric properties of Gaussian laws and large deviation domains.
0 references
asymptotic expansions
0 references
Gaussian distribution
0 references
local geometric properties
0 references
geometric representation
0 references
large deviations
0 references
normal distribution
0 references
Watson's lemma
0 references
