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Another approach to asymptotic expansions for Euler’s approximations of semigroups

✍ Scribed by M. Vilkienė


Publisher
Springer
Year
2006
Tongue
English
Weight
116 KB
Volume
46
Category
Article
ISSN
0363-1672

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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