Pages that link to "Item:Q5203958"
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The following pages link to The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem (Q5203958):
Displaying 11 items.
- On large deviations of multivariate heavy-tailed random walks (Q1014062) (← links)
- Large-\(N\) limit of crossing probabilities, discontinuity, and asymptotic behavior of threshold values in Mandelbrot's fractal percolation process (Q1039040) (← links)
- The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process: the Cramér case (Q2001231) (← links)
- Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics (Q2031007) (← links)
- Pandemic-type failures in multivariate Brownian risk models (Q2121639) (← links)
- Extremes of vector-valued Gaussian processes (Q2196388) (← links)
- A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
- Limit theorems in the boundary hitting problem for a multidimensional random walk (Q2773619) (← links)
- Simultaneous ruin probability for two-dimensional brownian risk model (Q3299453) (← links)
- (Q4704797) (← links)
- Ruin probabilities for risk processes in a bipartite network (Q4988559) (← links)
