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A theorem about probabilities of large deviations with an application to queuing theory

โœ Scribed by D. Plachky; J. Steinebach


Publisher
Springer Netherlands
Year
1975
Tongue
English
Weight
143 KB
Volume
6
Category
Article
ISSN
0031-5303

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A Geometric Approach to an Asymptotic Ex
โœ K. Breitung; W.-D. Richter ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 753 KB

For the probabilities of large deviations of Gaussian random vectors an asymptotic expansion is derived. Based upon a geometric measure representation for the Gaussian law the interactions between global and local geometric properties both of the distribution and of the large deviation domain are st