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Asymptotic expansions for probabilities of large deviations

✍ Scribed by L. V. Rozovsky

Publisher: Springer
Year: 1986
Tongue: English
Weight: 675 KB
Volume: 73
Category: Article
ISSN: 1432-2064
DOI: 10.1007/bf00339942

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✍ W.-D Richter; J Schumacher 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 265 KB

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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