𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Second order tail behaviour of a subordinated probability distribution

✍ Scribed by J.L. Geluk


Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
654 KB
Volume
40
Category
Article
ISSN
0304-4149

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


A Formula for the Tail Probability of a
✍ JΓΌrg HΓΌsler; Regina Y. Liu; Kesar Singh πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 113 KB

An exact asymptotic formula for the tail probability of a multivariate normal distribution is derived. This formula is applied to establish two asymptotic results for the maximum deviation from the mean: the weak convergence to the Gumbel distribution of a normalized maximum deviation and the precis