The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem (Q5203958)
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scientific article; zbMATH DE number 7141449
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| English | The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem |
scientific article; zbMATH DE number 7141449 |
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The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem (English)
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9 December 2019
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large deviation
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exact asymptotics
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multivariate random walk
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multivariate ruin problem
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Cramér moment condition
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boundary crossing
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second rate function
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0.8241466283798218
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0.7916982173919678
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0.7799615263938904
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0.7724204659461975
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