Modified Bessel function asymptotics via probability

DOI10.1016/0167-7152(87)90004-6MaRDI QIDQ579732zbMATH OpenOpenAlexFDO

Authors K. B. Athreya

Publication date 1987

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(87)90004-6

zbMATH Keywords

central limit theoremasymptotic behaviourmodified Bessel function

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05)

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• scientific article; zbMATH DE number 3912756

Cites work

• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• Ergodic Properties of Continuous-Time Markov Processes and Their Discrete Skeletons

Cited in

(5)

• scientific article; zbMATH DE number 3912756 (Why is no real title available?)
• Asymptotic Glosten-Milgrom equilibrium
• Modified Bessel functions and their applications in probability and statistics
• A probabilistic proof of an asymptotic formula for the modified Bessel function
• Zeta functions, heat kernels, and spectral asymptotics on degenerating families of discrete tori

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