Two-dimensional asymptotic expansions for large deviations of spherically distributed random vectors if the dominating point degenerates asymptotically

DOI10.1007/BF02465593zbMATH Open0972.60013OpenAlexW2043219091MaRDI QIDQ1592151FDOQ1592151

Authors: J. Schumacher, Wolf-Dieter Richter 

Publication date: 8 November 2001

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02465593

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zbMATH Keywords

spherical distributionasymptotic expansionlarge deviationsWatson's lemmageometric representationLaplace integral

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

• Asymptotic approximations for probability integrals
• Asymptotic approximations for multivariate integrals with an application to multinormal probabilities
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• Laplace-Gauß integrals, Gaussian measure asymptotic behaviour and probabilities of moderate deviations
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• Dominating points and the asymptotics of large deviations for random walk on \(R^ r\).
• A geometric approach to an asymptotic expansion for large deviation probabilities of Gaussian random vectors
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• Asymptotic expansions for large deviation probabilities of noncentral generalized chi-square distributions
• A geometric approach to finite sample and large deviation properties in two-way ANOVA with spherically distributed error vectors
• Vergleichende Betrachtungen zur Bestimmung des asymptotischen Verhaltens mehrdimensionaler Laplace-Gauß-Integrale

Cited In (1)

• Asymptotics of \(k\) dimensional spherical integrals and applications

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