The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process: the Cramér case
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Publication:2001231
DOI10.1007/978-3-030-04161-8_20zbMath1422.60078arXiv1802.06577OpenAlexW2788886405MaRDI QIDQ2001231
Zbigniew Palmowski, Konstantin A. Borovkov
Publication date: 2 July 2019
Full work available at URL: https://arxiv.org/abs/1802.06577
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Cites Work
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- Hitting probabilities and large deviations
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- The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks
- Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
- Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
- The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem
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