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Random evolutions are asymptotically gaussian

โœ Scribed by R. Hersh; M. Pinsky


Publisher
John Wiley and Sons
Year
1972
Tongue
English
Weight
444 KB
Volume
25
Category
Article
ISSN
0010-3640

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๐Ÿ“œ SIMILAR VOLUMES


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