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

DOI10.1007/BF02465593MaRDI QIDQ1592151zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

spherical distributionasymptotic expansionlarge deviationsWatson's lemmageometric representationLaplace integral

Mathematics Subject Classification ID

Large deviations (60F10)

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• scientific article; zbMATH DE number 3265077 (Why is no real title available?)
• A geometric approach to an asymptotic expansion for large deviation probabilities of Gaussian random vectors
• A geometric approach to finite sample and large deviation properties in two-way ANOVA with spherically distributed error vectors
• Asymptotic approximations for multivariate integrals with an application to multinormal probabilities
• Asymptotic approximations for probability integrals
• Asymptotic expansions for large deviation probabilities of noncentral generalized chi-square distributions
• Dominating points and the asymptotics of large deviations for random walk on \(R^ r\).
• Laplace-Gauß integrals, Gaussian measure asymptotic behaviour and probabilities of moderate deviations
• Techniques of asymptotic analysis
• 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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