Approximating dependent rare events

From MaRDI portal
Publication:373526


DOI10.3150/12-BEJSP18zbMath1284.60110arXiv1306.4158MaRDI QIDQ373526

Louis H. Y. Chen, Adrian Roellin

Publication date: 17 October 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.4158


60F05: Central limit and other weak theorems

60G44: Martingales with continuous parameter

60G99: Stochastic processes


Related Items



Cites Work