A Geometric Approach to an Asymptotic Ex
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K. Breitung; W.-D. Richter
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Article
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1996
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Elsevier Science
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English
⚖ 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