Some asymptotic formulae for Gaussian distributions

DOI10.1006/JMVA.1996.0016zbMath0859.60008OpenAlexW1986176022MaRDI QIDQ1914691

V. V. Jurinskii

Publication date: 5 August 1996

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1996.0016

zbMATH Keywords

Hilbert spaceasymptotic expansionsGaussian distributionlarge deviationsLaplace methodCramér transform

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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