Saddlepoint approximation to the distribution of the total distance of the von Mises-Fisher continuous time random walk

DOI10.1016/j.amc.2017.12.030zbMath1426.60051OpenAlexW2777179182MaRDI QIDQ2423161

Yanyan Li

Publication date: 21 June 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2017.12.030

zbMATH Keywords

Poisson processBessel functionLegendre-Fenchel transformdirectional distribution

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Cites Work

• Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks
• Large deviations approximations to distributions of the total distance of compound random walks with von Mises directions
• Random Walks on Lattices. II
• Saddlepoint Approximations in Statistics
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